On some ridge regression estimators: a nonparametric approach

DOI10.1080/10485252.2011.567335zbMath1230.62055MaRDI QIDQ3106425

B. M. Golam Kibria, A. K. Md. Ehsanes Saleh

Publication date: 21 December 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2011.567335

zbMATH Keywords

shrinkage estimation; dominance; preliminary test; relative efficiency; nonparametric methods; linear regression model; R-estimation

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

Related Items

On the ridge regression estimator with sub-space restriction, Ridge Autoregression R-Estimation: Subspace Restriction, A Generalized Stochastic Restricted Ridge Regression Estimator, Shrinkage Ridge Estimators in Linear Regression, A ridge regression estimation approach to the measurement error model, Simple regression in view of elliptical models, Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors, Performance of Kibria's methods in partial linear ridge regression model, Improved estimators of the distribution function based on lower record values, Ridge Autoregression Estimation: LS Method

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