A note on the moments of stochastic shrinkage parameters in ridge regression

Communications in Statistics - Theory and Methods

Volumn 29, Issue 3, 2000, Pages 955-970

  Firinguetti, Luis ^a   Rubio, Hernán ^b  

^a UNIVERSIDAD DE SANTIAGO DE CHILE   (Chile)

^b CENTRAL BANK OF CHILE   (Chile)

Author keywords

Biased estimation; Collinearity; Exact finite sample moments; Ridge regression; Shrinkage parameters

Indexed keywords

EID: 31244433117     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610910008813648     Document Type: Article

References (10)

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