Ridge regression methodology in partial linear models with correlated errors
From MaRDI portal
Publication:3019806
DOI10.1080/00949650903362446zbMath1221.62107MaRDI QIDQ3019806
Mahdi Roozbeh, Mohammad Arashi, Hossein Ali Niroumand
Publication date: 29 July 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903362446
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62F30: Parametric inference under constraints
Related Items
Robust ridge estimator in restricted semiparametric regression models, Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression, A class of biased estimators based on QR decomposition, Feasible ridge estimator in partially linear models, Optimal partial ridge estimation in restricted semiparametric regression models, Performance of Kibria's methods in partial linear ridge regression model, New Ridge Regression Estimator in Semiparametric Regression Models, Shrinkage ridge regression in partial linear models, Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models, A jackknifed difference-based ridge estimator in the partial linear model with correlated errors, Seemingly Unrelated Ridge Regression in Semiparametric Models
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