A study of local linear ridge regression estimators

DOI10.1016/S0378-3758(00)00161-0zbMath0965.62056MaRDI QIDQ5931397

Wen-Shuenn Deng, Chih-Kang Chu, Ming-Yen Cheng

Publication date: 31 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

boundary effect; finite-sample behavior; local linear estimator; local linear ridge regression estimator; ridge regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

Uses Software

• KernSmooth

Cites Work

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