Difference based ridge and Liu type estimators in semiparametric regression models

DOI10.1016/j.jmva.2011.08.018zbMath1236.62030OpenAlexW2055380587MaRDI QIDQ764485

Maria Osipenko, Esra Akdeniz Duran, Wolfgang Karl Härdle

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-014.pdf

zbMATH Keywords

multicollinearitydifferencing estimatordifferencing matrixridge regression estimatordifference based estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Consumer behavior, demand theory (91B42)

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Uses Software

• SemiPar

Cites Work

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