Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
DOI10.1016/J.CSDA.2017.08.002zbMATH Open1469.62134OpenAlexW2743442946MaRDI QIDQ1662035FDOQ1662035
Publication date: 17 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2017.08.002
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Cited In (23)
- Covariance based moment equations for improved variance component estimation
- Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
- Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data
- A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
- New restricted Liu estimator in a partially linear model
- Modified ridge-type for the Poisson regression model: simulation and application
- An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
- 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
- Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
- A new kernel regression approach for robustified L 2 boosting
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- Non parametric maximin aggregation for data with inhomogeneity
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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
- 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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