On the Strong Consistency of Ridge Estimates

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

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 3, 617-626

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

Date: 2015
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DOI: 10.1080/03610926.2012.748917

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