Semiparametric Ridge Regression Approach in Partially Linear Models
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Publication:3577166
DOI10.1080/03610910903480818zbMath1192.62121MaRDI QIDQ3577166
Mahdi Roozbeh, Mohammad Arashi, Hossein Ali Niroumand
Publication date: 5 August 2010
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910903480818
kernel smoothing; asymptotic distributional risk; linear restrictions; ridge regression estimator; semiparametric least squares
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62E20: Asymptotic distribution theory in statistics
Related Items
Feasible ridge estimator in partially linear models, Improved Liu-type estimator in partial linear model, Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models, Seemingly Unrelated Ridge Regression in Semiparametric Models
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