Ridge estimation of a semiparametric regression model
type: Item
instance of: scholarly article
title: Ridge estimation of a semiparametric regression model
zbMATH Open document ID: 1081.62047
published in: Journal of Computational and Applied Mathematics
publication date: 2005-02-23T00:00:00Z
review text: Consider the semiparametric regression model \[ l_i=A_iTX+s(t_i)+\Delta_i,\quad i=1,2,\dots,n. \] Firstly, ridge estimators are attained without a restrained design matrix. Secondly, the ridge estimator will be compared with two steps estimation under mean square error and some conditions in which the former excels the latter are given. Finally, the validity and feasibility of the method are illustrated by a simulation example.
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62G08
zbMATH DE Number: 2137371
zbMATH Keywords: Semiparametric regression model
zbMATH Keywords: Ridge estimation
zbMATH Keywords: Two steps estimation
zbMATH Keywords: Mean square error
author: Hongchang Hu
MaRDI profile type: Publication
full work available at URL: j.cam.2004.07.032
OpenAlex ID: W2034241250
cites work: Q4315271
cites work: Convergence rates for parametric components in a partly linear model
cites work: Convergence rates of estimators for parametric components and nonparametric components in a partial linear model
cites work: Q4808015
DOI: 10.1016/J.CAM.2004.07.032
description: scientific article; zbMATH DE number 2137371