Feasible ridge estimator in partially linear models
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Publication:391512
DOI10.1016/j.jmva.2012.11.006zbMath1277.62178OpenAlexW1973819569MaRDI QIDQ391512
Mahdi Roozbeh, Mohammad Arashi
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.006
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
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