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Weak consistency and weak square root n-consistency of the ridge least weighted squares

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10101410" target="_blank" >RIV/00216208:11320/11:10101410 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Weak consistency and weak square root n-consistency of the ridge least weighted squares

  • Original language description

    The regression method ridge least weighted squares (RLWS) was presented in [4] as a method which can handle multicollinearity as well as contamination simultaneously. This estimator combines the principles of the ridge regression and the least weighted squares (LWS) proposed in [10]. The normal equations for LWS and RLWS do not differ so much, thus we can use profitably the results of LWS consistency already presented in [12] and [13]. Therefore, it is possible to prove weak consistency and also weak square root n-consistency of RLWS in spite of the fact that the RLWS estimate is biased. All results are proven under heteroscedasticity

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2011

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 14th Applied Stochastic Models and Data Analysis (AMSDA 2011) Conference

  • ISBN

    978-88-467-3045-9

  • ISSN

  • e-ISSN

  • Number of pages

    9

  • Pages from-to

    635-643

  • Publisher name

    Faculty of Economisc of the University of Rome

  • Place of publication

    Rome, Italy

  • Event location

    Řím, Itálie

  • Event date

    Jun 7, 2011

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article