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Article

Large Sample Theory for Some Ridge-Type Regression Estimators

1
Citizens Bank, Providence, RI 02903, USA
2
School of Mathematical & Statistical Sciences, Southern Illinois University, Carbondale, IL 62901, USA
*
Author to whom correspondence should be addressed.
Stats 2026, 9(3), 65; https://doi.org/10.3390/stats9030065 (registering DOI)
Submission received: 28 April 2026 / Revised: 17 June 2026 / Accepted: 18 June 2026 / Published: 20 June 2026

Abstract

This paper provides a large sample theory for some ridge-type multiple linear regression estimators, including Liu-type regression estimators, when the number of predictors is fixed. Some large sample theory is also given for ridge-type generalized linear model estimators. The estimators can be used for inference and variable selection.
Keywords: generalized linear model; multiple linear regression; Liu-type regression generalized linear model; multiple linear regression; Liu-type regression

Share and Cite

MDPI and ACS Style

Jin, Y.; Olive, D.J. Large Sample Theory for Some Ridge-Type Regression Estimators. Stats 2026, 9, 65. https://doi.org/10.3390/stats9030065

AMA Style

Jin Y, Olive DJ. Large Sample Theory for Some Ridge-Type Regression Estimators. Stats. 2026; 9(3):65. https://doi.org/10.3390/stats9030065

Chicago/Turabian Style

Jin, Yu, and David J. Olive. 2026. "Large Sample Theory for Some Ridge-Type Regression Estimators" Stats 9, no. 3: 65. https://doi.org/10.3390/stats9030065

APA Style

Jin, Y., & Olive, D. J. (2026). Large Sample Theory for Some Ridge-Type Regression Estimators. Stats, 9(3), 65. https://doi.org/10.3390/stats9030065

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