Difference-based ridge estimator of parameters in partial linear model

DOI10.1007/s00362-008-0192-6zbMath1247.62182MaRDI QIDQ451404

Gülin Tabakan, Fikri Akdeniz

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0192-6

zbMATH Keywords

multicollinearity; differencing estimator; differencing matrix; ridge regression estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

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