On the Asymptotic Distribution of Ridge Regression...

Econometrics 2020 / 10 Vol. 8; Iss. 4

On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples

Sengupta, Nandana, Sowell, Fallaw
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Volume:
8
Journal:
Econometrics
DOI:
10.3390/econometrics8040039
Date:
October, 2020
File:
PDF, 586 KB
2020
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