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Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors - MaRDI portal

Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors (Q2178410)

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Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
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    Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors (English)
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    11 May 2020
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    elliptically contoured distribution
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    ridge estimation
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    kernel smoothing
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    multicollinearity
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    Stein-type shrinkage estimator
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    stochastic constraints
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