Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models
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Publication:2876168
DOI10.1080/03610918.2012.758740zbMath1462.62428OpenAlexW2065894914MaRDI QIDQ2876168
Mahdi Roozbeh, Mohammad Arashi
Publication date: 18 August 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.758740
multicollinearityridge estimatordifferencing estimatorfeasible restricted least squares estimatorseemingly unrelated semiparametric model
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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