Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors (Q2178410)
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English | Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors |
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Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors (English)
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11 May 2020
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elliptically contoured distribution
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ridge estimation
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kernel smoothing
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multicollinearity
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Stein-type shrinkage estimator
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stochastic constraints
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