Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
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Publication:2178410
DOI10.1016/j.cam.2020.112940zbMath1439.62105OpenAlexW3016802230MaRDI QIDQ2178410
Publication date: 11 May 2020
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2020.112940
kernel smoothingelliptically contoured distributionmulticollinearityridge estimationStein-type shrinkage estimatorstochastic constraints
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30)
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