Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors

DOI10.1080/02331888.2020.1764558zbMath1440.62134OpenAlexW3024468515MaRDI QIDQ5110804

Publication date: 23 May 2020

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2020.1764558

zbMATH Keywords

kernel smoothing multicollinearity partially linear regression model Stein-type shrinkage uncertain stochastic ridge estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models ⋮ Unnamed Item ⋮ New restricted Liu estimator in a partially linear model

Cites Work

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