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Some theoretical results for generalized ridge regression estimators

โœ Scribed by C. Fourgeaud; C. Gourieroux; J. Pradel


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
579 KB
Volume
25
Category
Article
ISSN
0304-4076

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We consider the asymptotic analysis of penalized likelihood type estimators for generalized nonparametric regression problems in which the target parameter is a vector-valued function defined in terms of the conditional distribution of a response given a set of covariates. A variety of examples incl