Seemingly Unrelated Ridge Regression in Semiparametric Models
From MaRDI portal
Publication:3168538
DOI10.1080/03610926.2010.542859zbMath1319.62090OpenAlexW2092358017MaRDI QIDQ3168538
Mahdi Roozbeh, Mohammad Arashi, Mauro Gasparini
Publication date: 31 October 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2010.542859
kernel smoothingmulticollinearitylinear restrictionsseemingly unrelated semiparametric modelfeasible ridge estimator
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (8)
Identification for partially linear regression model with autoregressive errors ⋮ Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models ⋮ Improved Liu-type estimator of parameters in two seemingly unrelated regressions ⋮ Difference-based matrix perturbation method for semi-parametric regression with multicollinearity ⋮ Preliminary test estimation in system regression models in view of asymmetry ⋮ New Ridge Regression Estimator in Semiparametric Regression Models ⋮ Shrinkage ridge regression in partial linear models ⋮ Shrinkage estimation in system regression model
Cites Work
- Trigonometric series regression estimators with an application to partially linear models
- Convergence rates for partially splined models
- Convergence rates for parametric components in a partly linear model
- Data-driven efficient estimators for a partially linear model
- Series estimation of semilinear models
- Estimation of the autocorrelation coefficient in the presence of a regression trend
- Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
- Local linear estimation in partly linear models
- Restricted ridge estimation.
- Direct estimation of low-dimensional components in additive models.
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- Efficient estimation in a semiparametric additive regression model with autoregressive errors
- A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors.
- Ridge regression methodology in partial linear models with correlated errors
- A Monte Carlo Study of Recent Ridge Parameters
- Semiparametric Ridge Regression Approach in Partially Linear Models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Root-N-Consistent Semiparametric Regression
- On Seemingly Unrelated Regressions with Error Components
- A note on minimum average risk estimators for coefficients in linear models
- Two methods of evaluating hoerl and kennard's ridge regression
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- Atomic Decomposition by Basis Pursuit
- A new class of blased estimate in linear regression
- Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
- Performance of Some New Ridge Regression Estimators
- A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
- Using Liu-Type Estimator to Combat Collinearity
- Ridge Estimation to the Restricted Linear Model
- Developing Ridge Parameters for SUR Model
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
This page was built for publication: Seemingly Unrelated Ridge Regression in Semiparametric Models
