Difference based ridge and Liu type estimators in semiparametric regression models

DOI10.1016/J.JMVA.2011.08.018zbMATH Open1236.62030OpenAlexW2055380587MaRDI QIDQ764485FDOQ764485

Authors: Esra Akdeniz Duran, Maria Osipenko, Wolfgang K. 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

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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)

Cites Work

• Semiparametric Regression
• Linear Statistical Inference and its Applications
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• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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• A new class of blased estimate in linear regression
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• Statistical inference of partially linear regression models with heteroscedastic errors
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• An elementary estimator of the partial linear model
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• Semiparametric estimation of covariance matrixes for longitudinal data
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Cited In (44)

• Restricted difference-based Liu estimator in partially linear model
• Robust restricted Liu estimator in censored semiparametric linear models
• A difference-based approach in the partially linear model with dependent errors
• A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
• Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
• Ridge estimation in semiparametric linear measurement error models
• Robust ridge estimator in restricted semiparametric regression models
• Extended least trimmed squares estimator in semiparametric regression models with correlated errors
• Feasible ridge estimator in partially linear models
• Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
• The relative efficiency of Liu-type estimator in a partially linear model
• Efficiency of a Liu-type estimator in semiparametric regression models
• Performance of the difference-based Liu-type estimator in partially linear model
• Least trimmed squares ridge estimation in partially linear regression models
• Robust partial residuals estimation in semiparametric partially linear model
• Influence diagnostic in ridge semiparametric models
• Liu and Ridge Estimators-A Comparison
• Minimax estimates of parameters in a semiparametric regression model based on higher-order differences
• Difference-based matrix perturbation method for semi-parametric regression with multicollinearity
• Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
• Shrinkage ridge regression in partial linear models
• Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
• Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
• A jackknifed difference-based ridge estimator in the partial linear model with correlated errors
• A nonlinear mixed–integer programming approach for variable selection in linear regression model
• A new kernel two-parameter prediction under multicollinearity in partially linear mixed measurement error model
• Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
• Shrinkage ridge estimators in semiparametric regression models
• Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
• Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
• Performance of the difference-based almost unbiased Liu estimator in partial linear model
• Robust ridge estimator in censored semiparametric linear models
• A new difference-based weighted mixed Liu estimator in partially linear models
• New Ridge Regression Estimator in Semiparametric Regression Models
• New difference-based estimator of parameters in semiparametric regression models
• Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
• Difference-based M-estimator of generalized semiparametric model with NSD errors
• SLASSO: a scaled LASSO for multicollinear situations
• Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
• Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
• Elliptical difference based ridge and Liu type estimators in partial linear measurement error models
• Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
• Improvement of generalized difference-based mixed Liu estimator in partially linear model
• Local influence in ridge semiparametric models

Uses Software

• SemiPar

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