Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
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Cites work
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- COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
- Consistent covariate selection and post model selection inference in semiparametric regression.
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- Efficiency of a Liu-type estimator in semiparametric regression models
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- Performance of Kibria's methods in partial linear ridge regression model
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
- Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge regression methodology in partial linear models with correlated errors
- Robust ridge estimator in restricted semiparametric regression models
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Shrinkage ridge estimators in semiparametric regression models
- Singular ridge regression with stochastic constraints
- Statistical inference of partially linear regression models with heteroscedastic errors
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- An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
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- Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
- Mixed spline smoothing and kernel estimator in biresponse nonparametric regression
- Performance of some new ridge parameters in two-parameter ridge regression model
- Restricted ridge estimator in logistic semiparametric regression model
- Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
- An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression
- Optimal ridge estimation in the restricted logistic semiparametric regression models using generalized cross-validation
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- Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
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- Optimum shrinkage parameter selection for ridge type estimator of Tobit model
- High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors
- Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse
- Restricted minimax estimation in semiparametric linear models
- A new estimator for the Gaussian linear regression model with multicollinearity
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