Shrinkage ridge estimators in semiparametric regression models

DOI10.1016/j.jmva.2015.01.002zbMath1308.62085OpenAlexW2049767351MaRDI QIDQ2018596

Mahdi Roozbeh

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.2015.01.002

zbMATH Keywords

kernel smoothingmulticollinearitygeneralized restricted ridge estimatorsemiparametric regression modellinear restrictionpositive-rule shrinkageStein-type shrinkage

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (27)

Robust ridge estimator in restricted semiparametric regression models ⋮ Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ Optimum shrinkage parameter selection for ridge type estimator of Tobit model ⋮ A new difference-based weighted mixed Liu estimator in partially linear models ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ Estimation in partial linear model with spline modal function ⋮ Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses ⋮ Robust restricted Liu estimator in censored semiparametric linear models ⋮ Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models ⋮ Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Influence diagnostic in ridge semiparametric models ⋮ Improved robust ridge M-estimation ⋮ Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ Linear shrinkage estimation of high-dimensional means ⋮ A nonlinear mixed–integer programming approach for variable selection in linear regression model ⋮ On the ridge regression estimator with sub-space restriction ⋮ Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions ⋮ Ridge estimation in semiparametric linear measurement error models ⋮ Local influence for Liu estimators in semiparametric linear models ⋮ Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity ⋮ Local influence in ridge semiparametric models ⋮ Least trimmed squares ridge estimation in partially linear regression models ⋮ Ridge-type pretest and shrinkage estimations in partially linear models ⋮ Kernel estimation in semiparametric mixed effect longitudinal modeling

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