The weighted ridge estimator in stochastic restricted linear measurement error models

DOI10.1007/s00362-016-0786-3zbMath1408.62125OpenAlexW2419815693MaRDI QIDQ725690

F. Ghapani, B. Babadi, A. R. Rasekh

Publication date: 2 August 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0786-3

zbMATH Keywords

ridge estimatorasymptotic mean squared error matrixmixed ridge estimatorweighted mixed estimatorweighted mixed ridge estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (11)

Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ Two parameter weighted mixed estimator in linear measurement error models ⋮ Elliptical difference based ridge and Liu type estimators in partial linear measurement error models ⋮ The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions ⋮ A two-parameter estimator in linear measurement error model ⋮ Influence measures and outliers detection in linear mixed measurement error models with Ridge estimation ⋮ Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data ⋮ Liu estimation approach to the measurement error models ⋮ Principal components estimator for measurement error models ⋮ Ridge estimation in semiparametric linear measurement error models ⋮ Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions

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