Asymptotic efficiency of ridge estimator in linear and semiparametric linear models

DOI10.1016/J.SPL.2011.08.019MaRDI QIDQ654469zbMATH OpenOpenAlexFDO

Authors June Luo

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

zbMATH Keywords

continuityhigh dimensiondifferencing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A difference based approach to the semiparametric partial linear model
• An elementary estimator of the partial linear model
• Estimation in a semiparametric partially linear errors-in-variables model
• Goodness-of-Fit Tests for Parametric Regression Models
• Profile-kernel likelihood inference with diverging number of parameters
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• The discovery of mean square error consistency of a ridge estimator
• Variable screening in predicting clinical outcome with high-dimensional microarrays

Cited in

(6)

• 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
• scientific article; zbMATH DE number 1071729 (Why is no real title available?)
• Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model
• Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data

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