The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate t Distribution

Author: Xu Haifeng  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.41, Iss.15, 2012-08, pp. : 2788-2802

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Abstract