A weighted stochastic restricted ridge estimator in partially linear model

DOI10.1080/03610926.2016.1206936MaRDI QIDQ4588913zbMATH OpenOpenAlexFDO

Authors Jibo Wu, Yasin Asar

Publication date 3 November 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1206936

zbMATH Keywords

multicollinearitypartially linear modelstochastic linear restrictionsprofile least-squares approachweighted mixed estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(13)

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• Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
• Weighted Stochastic Restricted Estimation in Linear Measurement Error Models
• A generalized difference-based mixed two-parameter estimator in partially linear model
• A stochastic restricted ridge regression estimator in partially linear varying coefficient models
• Improvement of weighted mixed Profile-Liu estimator in partially linear varying-coefficient model
• Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
• Ridge-type pretest and shrinkage estimations in partially linear models
• Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes
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