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On the Strong Consistency of Ridge Estimates |
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| Authors: | João Lita Da Silva João Tiago Mexia Luís Pedro Ramos |
| Institution: | 1. Department of Mathematics and CMA, New University of Lisbon, Quinta da Torre, Caparica, Portugaljfls@fct.unl.pt;3. Department of Mathematics and CMA, New University of Lisbon, Quinta da Torre, Caparica, Portugal |
| 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 < r ? 1). |
| Keywords: | Least squares estimates Ridge regression Strong consistency |