On the strong consistency of ridge estimates

João Lita Da Silva; João Tiago Mexia; Luís Pedro Ramos

doi:10.1080/03610926.2012.748917

On the strong consistency of ridge estimates

João Lita Da Silva, João Tiago Mexia, Luís Pedro Ramos

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

In this article, we establish strong consistency of the ridge estimates using extended results for the strong consistency of the least squares estimates in multiple regression models which discard the usual assumption of null mean value for the errors and only requires them to be i.i.d. with absolute moment of order r (0 <r ≤ 1).

Original language	English
Pages (from-to)	617-626
Number of pages	10
Journal	Communications In Statistics-Theory And Methods
Volume	44
Issue number	3
DOIs	https://doi.org/10.1080/03610926.2012.748917
Publication status	Published - 1 Feb 2015

Keywords

Least squares estimates
Ridge regression
Strong consistency

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10.1080/03610926.2012.748917

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On the strong consistency of ridge estimates

Abstract

Keywords

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