期刊
ECONOMETRIC THEORY
卷 24, 期 2, 页码 323-337出版社
CAMBRIDGE UNIV PRESS
DOI: 10.1017/S0266466608080146
关键词
-
Shrinkage estimation procedures such as ridge regression and the lasso have been proposed for stabilizing estimation in linear models when high collinearity exists in the design. In this paper, we consider asymptotic properties of shrinkage estimators in the case of nearly singular designs.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据