A weighted stochastic restricted ridge estimator in partially linear model

DOI10.1080/03610926.2016.1206936zbMath1384.62255OpenAlexW2507926110MaRDI QIDQ4588913

Jibo Wu, Yasin Asar

Publication date: 3 November 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1206936

zbMATH Keywords

multicollinearitypartially linear modelstochastic linear restrictionsprofile least-squares approachweighted mixed estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (5)

Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ A generalized difference-based mixed two-parameter estimator in partially linear model ⋮ New restricted Liu estimator in a partially linear model ⋮ Ridge-type pretest and shrinkage estimations in partially linear models

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