Feasible ridge estimator in partially linear models
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DOI: 10.1016/j.jmva.2012.11.006
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References listed on IDEAS
- Gülin Tabakan & Fikri Akdeniz, 2010. "Difference-based ridge estimator of parameters in partial linear model," Statistical Papers, Springer, vol. 51(2), pages 357-368, June.
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- Akdeniz Duran, Esra & Härdle, Wolfgang Karl & Osipenko, Maria, 2012.
"Difference based ridge and Liu type estimators in semiparametric regression models,"
Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 164-175.
- Duran, Esra Akdeniz & Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Difference based ridge and Liu type estimators in semiparametric regression models," SFB 649 Discussion Papers 2011-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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Cited by:
- M. Arashi & Mahdi Roozbeh, 2019. "Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data," Statistical Papers, Springer, vol. 60(3), pages 667-686, June.
- Jing Li & Xueyan Li, 2019. "Liu Estimator in Semiparametric Partially Linear Varying Coefficient Models," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(6), pages 1-69, November.
- Bahadır Yüzbaşı & S. Ejaz Ahmed & Dursun Aydın, 2020. "Ridge-type pretest and shrinkage estimations in partially linear models," Statistical Papers, Springer, vol. 61(2), pages 869-898, April.
- Roozbeh, Mahdi, 2016. "Robust ridge estimator in restricted semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 127-144.
- Sergio Perez-Melo & B. M. Golam Kibria, 2020. "On Some Test Statistics for Testing the Regression Coefficients in Presence of Multicollinearity: A Simulation Study," Stats, MDPI, vol. 3(1), pages 1-16, March.
- Fikri Akdeniz & Mahdi Roozbeh, 2019. "Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models," Statistical Papers, Springer, vol. 60(5), pages 1717-1739, October.
- Mohammad Arashi & Mahdi Roozbeh, 2015. "Shrinkage estimation in system regression model," Computational Statistics, Springer, vol. 30(2), pages 359-376, June.
- M. Arashi & T. Valizadeh, 2015. "Performance of Kibria’s methods in partial linear ridge regression model," Statistical Papers, Springer, vol. 56(1), pages 231-246, February.
- Roozbeh, Mahdi, 2018. "Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 45-61.
- Chuanhua Wei & Xiaonan Wang, 2016. "Liu-type estimator in semiparametric partially linear additive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 459-468, September.
- Mohammad Arashi & Mina Norouzirad & S. Ejaz Ahmed & Bahadır Yüzbaşı, 2018. "Rank-based Liu regression," Computational Statistics, Springer, vol. 33(3), pages 1525-1561, September.
- Amini, Morteza & Roozbeh, Mahdi, 2015. "Optimal partial ridge estimation in restricted semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 26-40.
- J. Kleyn & M. Arashi & S. Millard, 2018. "Preliminary test estimation in system regression models in view of asymmetry," Computational Statistics, Springer, vol. 33(4), pages 1897-1921, December.
- Zhao, Yan-Yong & Zhang, Yuchun & Liu, Yuan & Ismail, Noriszura, 2024. "Distributed debiased estimation of high-dimensional partially linear models with jumps," Computational Statistics & Data Analysis, Elsevier, vol. 191(C).
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Keywords
Linear restrictions; Kernel smoothing; Multicollinearity; Feasible ridge estimator; Partial linear model;All these keywords.
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