A Note on The Moments of Stochastic Shrinkage Parameters in Ridge Regression

@inproceedings{Firinguetti2000ANO,
  title={A Note on The Moments of Stochastic Shrinkage Parameters in Ridge Regression},
  author={Luis Firinguetti and Hern{\'a}n Rubio},
  year={2000}
}
The purpose of this note is to gain insight on the performance of two well known operational Ridge Regression estimators by deriving the moments of their stochastic shrinkage parameters. We also show that, under certain conditions, one of them has bounded moments.