Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data

DOI10.1007/s00362-016-0843-yzbMath1419.62079OpenAlexW2541905674MaRDI QIDQ2423185

Mahdi Roozbeh, Mohammad Arashi

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0843-y

zbMATH Keywords

kernel smoothingshrinkage estimatormulticollinearitysparsityhigh-dimensiongeneralized restricted ridge estimatorsemiparametric regression modellinear restriction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (7)

Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ A new class of efficient and debiased two-step shrinkage estimators: method and application ⋮ 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 ⋮ Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications ⋮ Shrinkage and penalized estimators in weighted least absolute deviations regression models

Uses Software

• ElemStatLearn

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