Semiparametric Ridge Regression Approach in Partially Linear Models

DOI10.1080/03610910903480818zbMath1192.62121OpenAlexW2006371577MaRDI QIDQ3577166

Hossein Ali Niroumand, Mohammad Arashi, Mahdi Roozbeh

Publication date: 5 August 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903480818

zbMATH Keywords

kernel smoothingasymptotic distributional risklinear restrictionsridge regression estimatorsemiparametric least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)

Related Items (6)

Seemingly Unrelated Ridge Regression in Semiparametric Models ⋮ Elliptical difference based ridge and Liu type estimators in partial linear measurement error models ⋮ Feasible ridge estimator in partially linear models ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ Improved Liu-type estimator in partial linear model ⋮ Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models

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