Semiparametric Ridge Regression Approach in Partially Linear Models

DOI10.1080/03610910903480818zbMath1192.62121MaRDI QIDQ3577166

Hossein Ali Niroumand, Mohammad Arashi, Mahdi Roozbeh

Publication date: 5 August 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903480818

zbMATH Keywords

kernel smoothing; asymptotic distributional risk; linear restrictions; ridge regression estimator; semiparametric least squares

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62E20: Asymptotic distribution theory in statistics

Related Items

Elliptical difference based ridge and Liu type estimators in partial linear measurement error models, Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors, Feasible ridge estimator in partially linear models, Improved Liu-type estimator in partial linear model, Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models, Seemingly Unrelated Ridge Regression in Semiparametric Models

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