Optimal partial ridge estimation in restricted semiparametric regression models
From MaRDI portal
Publication:2018594
DOI10.1016/j.jmva.2015.01.005zbMath1308.62081OpenAlexW2005901253MaRDI QIDQ2018594
Publication date: 24 March 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.005
kernel smoothingmulticollinearitygeneralized restricted ridge estimatorsemiparametric regression modellinear restriction
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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