Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
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- scientific article; zbMATH DE number 5081263
Cites work
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A revised Cholesky decomposition to combat multicollinearity in multiple regression models
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- Difference based ridge and Liu type estimators in semiparametric regression models
- Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
- Estimation in high-dimensional linear models with deterministic design matrices
- Estimation of parameters of parallelism model with elliptically distributed errors
- 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
- High breakdown-point and high efficiency robust estimates for regression
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
- Improved variance estimation under sub-space restriction
- Least Median of Squares Regression
- Least trimmed squares ridge estimation in partially linear regression models
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
- More on the unbiased ridge regression estimation
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
- Optimal partial ridge estimation in restricted semiparametric regression models
- Outlier detection and least trimmed squares approximation using semi-definite programming
- Performance of Kibria's methods in partial linear ridge regression model
- Preliminary test and Stein estimations in simultaneous linear equations
- Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust ridge estimator in restricted semiparametric regression models
- Shrinkage ridge estimators in semiparametric regression models
- Shrinkage ridge regression in partial linear models
- Simple regression in view of elliptical models
- Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
- Statistical significance in high-dimensional linear models
- Statistics for high-dimensional data. Methods, theory and applications.
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- The weighted ridge estimator in stochastic restricted linear measurement error models
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
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