On the Strong Consistency of Ridge Estimates

被引：3

作者：

Da Silva, Joao Lita ^{[1
,2
]}

Mexia, Joao Tiago ^{[1
,2
]}

Ramos, Luis Pedro ^{[1
,2
]}

机构：

[1] Univ Nova Lisboa, Dept Math, P-2829516 Quinta Da Torre, Caparica, Portugal

[2] Univ Nova Lisboa, CMA, P-2829516 Quinta Da Torre, Caparica, Portugal

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2015年 / 44卷 / 03期

关键词：

Least squares estimates; Ridge regression; Strong consistency; REGRESSION;

D O I：

10.1080/03610926.2012.748917

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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).

引用

页码：617 / 626

页数：10

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