Asymptotic efficiency of ridge estimator in linear and semiparametric linear models
DOI10.1016/J.SPL.2011.08.019zbMATH Open1229.62093OpenAlexW2030088142MaRDI QIDQ654469FDOQ654469
Publication date: 28 December 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.08.019
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Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Estimation in a semiparametric partially linear errors-in-variables model
- A difference based approach to the semiparametric partial linear model
- Profile-kernel likelihood inference with diverging number of parameters
- An elementary estimator of the partial linear model
- The discovery of mean square error consistency of a ridge estimator
- Goodness-of-Fit Tests for Parametric Regression Models
- Variable screening in predicting clinical outcome with high-dimensional microarrays
Cited In (5)
- Using thresholding difference-based estimators for variable selection in partial linear models
- Ridge estimation in semiparametric linear measurement error models
- Model averaging estimator in ridge regression and its large sample properties
- Title not available (Why is that?)
- Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model
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