Optimum shrinkage parameter selection for ridge type estimator of Tobit model
From MaRDI portal
Publication:5065265
DOI10.1080/00949655.2020.1838523OpenAlexW3097285174MaRDI QIDQ5065265FDOQ5065265
Authors: Dursun Aydın, Öznur İşçi Güneri, Ersin Yilmaz
Publication date: 18 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1838523
Cites Work
- Estimation of Relationships for Limited Dependent Variables
- Estimating the dimension of a model
- Some Comments on C P
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
- Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Title not available (Why is that?)
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- Title not available (Why is that?)
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Performance of Some New Ridge Regression Estimators
- Optimal partial ridge estimation in restricted semiparametric regression models
- Shrinkage ridge estimators in semiparametric regression models
- Ridge regression:some simulations
- Smoothing parameter selection for smoothing splines: a simulation study
- On Some Ridge Regression Estimators: An Empirical Comparisons
- A Note on the Computation of the Tobit Estimator
- Ridge Estimators in Logistic Regression
- Estimation in partially linear models and numerical comparisons
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
- A Tobit ridge regression estimator
- On ridge parameters in logistic regression
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
- Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
- Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
- Title not available (Why is that?)
This page was built for publication: Optimum shrinkage parameter selection for ridge type estimator of Tobit model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5065265)