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  • Search: subject:"Differencing matrix"
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Year of publication
Subject
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Differencing estimator 3 Differencing matrix 3 Liu estimator 3 Liu type estimator 3 Multicollinearity 3 Ridge regression estimator 3 Difference based estimator 2 Semiparametric model 2 Nichtparametrisches Verfahren 1 Regression 1 Schätztheorie 1 Theorie 1 difference based estimator 1 differencing estimator 1 differencing matrix 1 multicollinearity 1 ridge regression estimator 1 semiparametric model 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2 Undetermined 2
Author
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Härdle, Wolfgang Karl 3 Osipenko, Maria 3 Duran, Esra Akdeniz 2 Akdeniz Duran, Esra 1 Akdeniz, Fikri 1 Tabakan, Gülin 1
Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Journal of Multivariate Analysis 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Statistical Papers / Springer 1
Source
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RePEc 3 EconStor 1
Showing 1 - 4 of 4
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Difference based ridge and Liu type estimators in semiparametric regression models
Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria - 2011
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xb + f + e. Both estimators are analysed and compared in the sense of mean-squared error. We consider the case of independent...
Persistent link: https://www.econbiz.de/10010281509
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Difference based Ridge and Liu type Estimators in Semiparametric Regression Models
Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xβ + f + ε. Both estimators are analysed and compared in the sense of mean-squared error. We consider the case of...
Persistent link: https://www.econbiz.de/10008853978
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Difference based ridge and Liu type estimators in semiparametric regression models
Akdeniz Duran, Esra; Härdle, Wolfgang Karl; Osipenko, Maria - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 164-175
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y=Xβ+f+ε. Both estimators are analyzed and compared in the sense of mean-squared error. We consider the case of independent...
Persistent link: https://www.econbiz.de/10011041936
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Difference-based ridge estimator of parameters in partial linear model
Tabakan, Gülin; Akdeniz, Fikri - In: Statistical Papers 51 (2010) 2, pp. 357-368
Persistent link: https://www.econbiz.de/10008456173
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