Shrinkage ridge estimators in semiparametric regression models
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Publication:2018596
DOI10.1016/J.JMVA.2015.01.002zbMATH Open1308.62085OpenAlexW2049767351MaRDI QIDQ2018596FDOQ2018596
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
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kernel smoothingmulticollinearitygeneralized restricted ridge estimatorsemiparametric regression modellinear restrictionpositive-rule shrinkageStein-type shrinkage
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Cited In (34)
- A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models
- Robust restricted Liu estimator in censored semiparametric linear models
- Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity
- A study of some ridge-type shrinkage estimators
- Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
- Estimation in partial linear model with spline modal function
- Ridge estimation in semiparametric linear measurement error models
- Robust ridge estimator in restricted semiparametric regression models
- Confidence Interval for Shrinkage Parameters in Ridge Regression
- Kernel estimation in semiparametric mixed effect longitudinal modeling
- On the ridge regression estimator with sub-space restriction
- Least trimmed squares ridge estimation in partially linear regression models
- Local influence for Liu estimators in semiparametric linear models
- Performance analysis of the preliminary test estimator with series of stochastic restrictions
- Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
- Influence diagnostic in ridge semiparametric models
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- Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
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