Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
From MaRDI portal
(Redirected from Publication:1662035)
Recommendations
- A class of biased estimators based on QR decomposition
- Liu estimator in partly linear regression models with correlated errors
- Optimal partial ridge estimation in restricted semiparametric regression models
- Performance of Kibria's methods in partial linear ridge regression model
- A stochastic restricted ridge regression estimator in partially linear models
Cites work
- scientific article; zbMATH DE number 1805736 (Why is no real title available?)
- scientific article; zbMATH DE number 5358922 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 3537102 (Why is no real title available?)
- scientific article; zbMATH DE number 1082203 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A Simulation Study of Some Ridge Estimators
- A new class of blased estimate in linear regression
- A note on combining ridge and principal component regression
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Difference based ridge and Liu type estimators in semiparametric regression models
- Efficiency of a Liu-type estimator in semiparametric regression models
- Efficiency of the modified jackknifed Liu-type estimator
- Feasible ridge estimator in partially linear models
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
- Improvement of the Liu Estimator in Weighted Mixed Regression
- Improvement of the Liu estimator in linear regression model
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach
- Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
- Optimal partial ridge estimation in restricted semiparametric regression models
- Optimal zone for bandwidth selection in semiparametric models
- 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
Cited in
(23)- Modified two parameter regression estimator for solving the multicollinearity
- A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
- Optimum shrinkage parameter selection for ridge type estimator of Tobit model
- New restricted Liu estimator in a partially linear model
- Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
- Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
- Mixed spline smoothing and kernel estimator in biresponse nonparametric regression
- A new estimator for the Gaussian linear regression model with multicollinearity
- Modified ridge-type for the Poisson regression model: simulation and application
- Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data
- Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
- Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
- A new kernel regression approach for robustified L 2 boosting
- Inequality restricted estimator for gamma regression: Bayesian approach as a solution to the multicollinearity
- Non parametric maximin aggregation for data with inhomogeneity
- Identification for partially linear regression model with autoregressive errors
- An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data
- Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse
- Restricted minimax estimation in semiparametric linear models
- Covariance based moment equations for improved variance component estimation
- Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
- High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors
This page was built for publication: Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1662035)
