Abstract
In this article, we establish strong consistency of the ridge estimates using extended results for the strong consistency of the least squares estimates in multiple regression models which discard the usual assumption of null mean value for the errors and only requires them to be i.i.d. with absolute moment of order r (0 < r ⩽ 1).
Notes
a(x) = O(b(x)) as x → x0 means that
a(x)≈b(x) as x → x0 means that a(x) = O(b(x)) as x → x0 and b(x) = O(a(x)) as x → x0 i.e. a(x) is of the same order of magnitude as b(x). The notation a(x) = o(b(x)) as x → x0 means that