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Difference based ridge and Liu type estimators in semiparametric regression models

Citations

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Cited by:

  1. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
  2. Scheffel, Juliane, 2011. "Compensation of unusual working schedules," SFB 649 Discussion Papers 2011-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  3. Hadi Emami, 2018. "Local influence for Liu estimators in semiparametric linear models," Statistical Papers, Springer, vol. 59(2), pages 529-544, June.
  4. Shao, Zhen & Gao, Fei & Zhang, Qiang & Yang, Shan-Lin, 2015. "Multivariate statistical and similarity measure based semiparametric modeling of the probability distribution: A novel approach to the case study of mid-long term electricity consumption forecasting i," Applied Energy, Elsevier, vol. 156(C), pages 502-518.
  5. Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  6. repec:hum:wpaper:sfb649dp2011-046 is not listed on IDEAS
  7. Stahlschmidt, Stephan & Tausendteufel, Helmut & Härdle, Wolfgang Karl, 2011. "Bayesian Networks and sex-related homicides," SFB 649 Discussion Papers 2011-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  8. Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
  9. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
  10. repec:hum:wpaper:sfb649dp2011-064 is not listed on IDEAS
  11. repec:hum:wpaper:sfb649dp2011-058 is not listed on IDEAS
  12. 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.
  13. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
  14. Kappus, Johanna & Reiß, Markus, 2010. "Estimation of the characteristics of a Lévy process observed at arbitrary frequency," SFB 649 Discussion Papers 2010-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  15. 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.
  16. repec:hum:wpaper:sfb649dp2011-083 is not listed on IDEAS
  17. Aurélie Bertrand & Christian Hafner, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
  18. repec:hum:wpaper:sfb649dp2011-042 is not listed on IDEAS
  19. Roozbeh, Mahdi, 2015. "Shrinkage ridge estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 56-74.
  20. repec:hum:wpaper:sfb649dp2011-071 is not listed on IDEAS
  21. Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  22. Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  23. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  24. repec:hum:wpaper:sfb649dp2011-034 is not listed on IDEAS
  25. Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  26. repec:hum:wpaper:sfb649dp2011-054 is not listed on IDEAS
  27. repec:hum:wpaper:sfb649dp2011-069 is not listed on IDEAS
  28. repec:hum:wpaper:sfb649dp2011-056 is not listed on IDEAS
  29. repec:hum:wpaper:sfb649dp2011-062 is not listed on IDEAS
  30. Emami, Hadi, 2015. "Influence diagnostic in ridge semiparametric models," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 106-113.
  31. Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011. "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers 2011-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  32. Moreno-Bromberg, Santiago & Taschini, Luca, 2011. "Pollution permits, strategic trading and dynamic technology adoption," LSE Research Online Documents on Economics 37581, London School of Economics and Political Science, LSE Library.
  33. repec:hum:wpaper:sfb649dp2011-027 is not listed on IDEAS
  34. Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  35. Bindseil, Ulrich & König, Philipp Johann, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers 2011-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  36. repec:hum:wpaper:sfb649dp2011-020 is not listed on IDEAS
  37. Roozbeh, Mahdi, 2016. "Robust ridge estimator in restricted semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 127-144.
  38. Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  39. Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  40. repec:hum:wpaper:sfb649dp2011-049 is not listed on IDEAS
  41. repec:hum:wpaper:sfb649dp2011-045 is not listed on IDEAS
  42. Hofmann, Dirk & Qari, Salmai, 2011. "The law of attraction bilateral search and horizontal heterogeneity," SFB 649 Discussion Papers 2011-017, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  43. repec:hum:wpaper:sfb649dp2011-082 is not listed on IDEAS
  44. repec:hum:wpaper:sfb649dp2011-013 is not listed on IDEAS
  45. Chien-Chia L. Huang & Yow-Jen Jou & Hsun-Jung Cho, 2017. "Difference-based matrix perturbation method for semi-parametric regression with multicollinearity," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(12), pages 2161-2171, September.
  46. Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  47. repec:hum:wpaper:sfb649dp2011-047 is not listed on IDEAS
  48. repec:hum:wpaper:sfb649dp2011-065 is not listed on IDEAS
  49. repec:hum:wpaper:sfb649dp2011-057 is not listed on IDEAS
  50. repec:hum:wpaper:sfb649dp2011-063 is not listed on IDEAS
  51. repec:hum:wpaper:sfb649dp2011-035 is not listed on IDEAS
  52. Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
  53. repec:hum:wpaper:sfb649dp2011-084 is not listed on IDEAS
  54. Reiß, Markus & Rozenholc, Yves & Cuenod, Charles A., 2011. "Pointwise adaptive estimation for quantile regression," SFB 649 Discussion Papers 2011-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  55. Massimiliano Giacalone & Demetrio Panarello & Raffaele Mattera, 2018. "Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(4), pages 1831-1859, July.
  56. repec:hum:wpaper:sfb649dp2011-043 is not listed on IDEAS
  57. repec:hum:wpaper:sfb649dp2011-072 is not listed on IDEAS
  58. Wolfgang Karl Hardle and Maria Osipenko, 2012. "Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  59. Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  60. Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011. "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers 2011-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  61. repec:hum:wpaper:sfb649dp2011-055 is not listed on IDEAS
  62. Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  63. repec:hum:wpaper:sfb649dp2011-053 is not listed on IDEAS
  64. Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  65. repec:hum:wpaper:sfb649dp2011-029 is not listed on IDEAS
  66. repec:hum:wpaper:sfb649dp2011-085 is not listed on IDEAS
  67. Roozbeh, M. & Arashi, M., 2013. "Feasible ridge estimator in partially linear models," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 35-44.
  68. Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  69. 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.
  70. Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  71. repec:hum:wpaper:sfb649dp2011-017 is not listed on IDEAS
  72. repec:hum:wpaper:sfb649dp2011-033 is not listed on IDEAS
  73. repec:hum:wpaper:sfb649dp2011-026 is not listed on IDEAS
  74. Bibinger, Markus, 2011. "Asymptotics of asynchronicity," SFB 649 Discussion Papers 2011-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  75. Bibinger, Markus, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers 2011-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  76. Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  77. repec:hum:wpaper:sfb649dp2011-052 is not listed on IDEAS
  78. repec:hum:wpaper:sfb649dp2011-067 is not listed on IDEAS
  79. Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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