Ridge regression methodology in partial linear models with correlated errors

DOI10.1080/00949650903362446zbMath1221.62107MaRDI QIDQ3019806

Hossein Ali Niroumand, Mohammad Arashi, Mahdi Roozbeh

Publication date: 29 July 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903362446

zbMATH Keywords

least squares; linear restrictions; balanced loss function; differencing estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62F30: Parametric inference under constraints

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