Seemingly Unrelated Ridge Regression in Semiparametric Models
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Publication:3168538
DOI10.1080/03610926.2010.542859zbMath1319.62090MaRDI 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 smoothing; multicollinearity; linear restrictions; seemingly unrelated semiparametric model; feasible ridge estimator
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
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