Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data (Q5050416)

scientific article; zbMATH DE number 7616807

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English	Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data	scientific article; zbMATH DE number 7616807

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instance of

scholarly article

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title

Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data (English)

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Emerging Topics in Statistics and Biostatistics

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publication date

15 November 2022

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describes a project that uses

ElemStatLearn

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-030-42196-0_11

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cites work

Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models

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Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model

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Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors

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Optimal partial ridge estimation in restricted semiparametric regression models

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Least trimmed squares ridge estimation in partially linear regression models

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Preliminary test and Stein estimations in simultaneous linear equations

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Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model

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Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data

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Estimation of parameters of parallelism model with elliptically distributed errors

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Improved variance estimation under sub-space restriction

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Simple regression in view of elliptical models

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Performance of Kibria's methods in partial linear ridge regression model

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A revised Cholesky decomposition to combat multicollinearity in multiple regression models

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Statistical significance in high-dimensional linear models

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Statistics for high-dimensional data. Methods, theory and applications.

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Difference based ridge and Liu type estimators in semiparametric regression models

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<i>L</i><sub>1</sub> penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

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A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

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The weighted ridge estimator in stochastic restricted linear measurement error models

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Q4516961

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Ridge Regression: Biased Estimation for Nonorthogonal Problems

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Asymptotics for Lasso-type estimators.

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Outlier detection and least trimmed squares approximation using semi-definite programming

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Shrinkage ridge estimators in semiparametric regression models

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Robust ridge estimator in restricted semiparametric regression models

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Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion

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Feasible ridge estimator in partially linear models

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Shrinkage ridge regression in partial linear models

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Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models

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Extended least trimmed squares estimator in semiparametric regression models with correlated errors

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Least Median of Squares Regression

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Q4692741

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Theory of Preliminary Test and Stein‐Type Estimation With Applications

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Estimation in high-dimensional linear models with deterministic design matrices

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On One-Step GM Estimates and Stability of Inferences in Linear Regression

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More on the unbiased ridge regression estimation

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High breakdown-point and high efficiency robust estimates for regression

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Identifiers

DOI

10.1007/978-3-030-42196-0_11

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5050416