Shrinkage ridge regression in partial linear models

DOI10.1080/03610926.2014.955115zbMath1348.62146OpenAlexW2492428594MaRDI QIDQ2830190

Mohammad Arashi, Mahdi Roozbeh

Publication date: 9 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.955115

zbMATH Keywords

ridge regressionmulticollinearitypartial linear 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)

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