Asymptotic efficiency of ridge estimator in linear and semiparametric linear models

DOI10.1016/j.spl.2011.08.019zbMath1229.62093MaRDI QIDQ654469

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

continuity; high dimension; differencing sequence

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

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Cites Work

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