Difference based ridge and Liu type estimators in semiparametric regression models

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type , Research , Preprint 01 Jan 2011 Turkey, Germany English Publisher:Elsevier BVJournal:Journal of Multivariate Analysis, volume 105, pages 164-175 (issn: 0047-259X,

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Authors: Esra Akdeniz Duran; Wolfgang K. Härdle; Maria Osipenko;

doi: 10.1016/j.jmva.2011.08.018 , 10.2139/ssrn.2894251

handle: 10419/56655

Difference based ridge and Liu type estimators in semiparametric regression models

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Abstract

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Countries

Turkey, Germany

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Keywords

Statistics and Probability, Difference based estimator, Ridge regression; shrinkage estimators (Lasso), Estimation in multivariate analysis, Schätztheorie, ridge regression estimator, semiparametric model, C51, Ridge regression estimator, Differencing matrix, C14, multicollinearity, Nonparametric regression and quantile regression, Differencing estimator, Nichtparametrisches Verfahren, Numerical Analysis, ddc:330, 330 Wirtschaft, Consumer behavior, demand theory, Liu estimator, differencing matrix, Regression, differencing estimator, Difference based estimator; Differencing estimator, Differencing matrix, Liu estimator, Liu type estimator, Multicollinearity, Ridge regression estimator, Semiparametric model, Semiparametric model, Liu type estimator, Statistics, Probability and Uncertainty, Multicollinearity, Theorie, difference based estimator, jel: jel:C51, jel: jel:C14

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