Distribution-free properties of some asymptotic cumulants for the Mallows Cp and its modifications

Haruhiko Ogasawara

ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) from Otaru University of Commerce

Keywords: multivariate regression; asymptotic bias; asymptotic variance; underspecified model; non-normality; ridge regression (search for similar items in EconPapers)
Pages: 36 pages
Date: 2015-12
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Published in Discussion paper series(Center for Business Creation, Otaru University of Commerce) (2015), 176: 1-36

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Persistent link: https://EconPapers.repec.org/RePEc:ota:busdis:10252/5499

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