Optimal partial ridge estimation in restricted semiparametric regression models
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Publication:2018594
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Cites work
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- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A Restricted Least Squares Problem
- A Simulation Study of Some Ridge Estimators
- A note on minimum average risk estimators for coefficients in linear models
- Feasible ridge estimator in partially linear models
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Optimal zone for bandwidth selection in semiparametric models
- Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
- Ridge Estimation to the Restricted Linear Model
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge estimation of a semiparametric regression model
- Ridge regression methodology in partial linear models with correlated errors
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Statistical inference of partially linear regression models with heteroscedastic errors
- Two methods of evaluating hoerl and kennard's ridge regression
Cited in
(40)- Feasible ridge estimator in partially linear models
- Least trimmed squares ridge estimation in partially linear regression models
- Modified two parameter regression estimator for solving the multicollinearity
- Improving the prediction performance of the Lasso by subtracting the additive structural noises
- Robust ridge estimator in restricted semiparametric regression models
- A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models
- Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
- Régression bornée partielle
- Optimum shrinkage parameter selection for ridge type estimator of Tobit model
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
- 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 heuristic algorithm to combat outliers and multicollinearity in regression model analysis
- Ridge regression methodology in partial linear models with correlated errors
- Semiparametric Ridge Regression Approach in Partially Linear Models
- Robust restricted Liu estimator in censored semiparametric linear models
- Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity
- Ridge reconstruction of partially observed functional data is asymptotically optimal
- Local influence for Liu estimators in semiparametric linear models
- Choice of smoothing parameter for kernel type ridge estimators in semiparametric regression models
- Generalized ridge estimation of a semiparametric regression model
- Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines
- Modified ridge-type for the Poisson regression model: simulation and application
- Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
- Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data
- Robust ridge estimator in censored semiparametric linear models
- Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
- Empirical likelihood-based inference in regressive model with moment restrictions
- A class of biased estimators based on QR decomposition
- 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
- 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
- A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
- Ridge-type pretest and shrinkage estimations in partially linear models
- Ridge estimation in semiparametric linear measurement error models
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