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...
  2. N

    Upper Envelope on XY Data

    Hi There, I am working with a set of data where I get a scatter as shown in the attached image. When looking at the data, I can convince myself that some sort of negatively sloping limit defines an upper envelope on the data (see dashed line in attached image). I am wondering if you (the...