On some ridge regression estimators: a nonparametric approach
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Publication:3106425
DOI10.1080/10485252.2011.567335zbMath1230.62055MaRDI QIDQ3106425
B. M. Golam Kibria, A. K. Md. Ehsanes Saleh
Publication date: 21 December 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2011.567335
shrinkage estimation; dominance; preliminary test; relative efficiency; nonparametric methods; linear regression model; R-estimation
62H10: Multivariate distribution of statistics
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
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