Recent content by koestraat166

  1. K

    Probability limit of ridge estimator mu hat

    I have been working on the following question for a while but I stucked at a certain point. I have done part a and b and I found = (I_T + D'D)y where I_T is the identity matrix with dimension T, lambda is tuning parameter and D is the second order difference matrix which is a tridiagonal and...