Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
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DOI: 10.1016/j.csda.2017.08.002
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- M Arashi & M Roozbeh & N A Hamzah & M Gasparini, 2021. "Ridge regression and its applications in genetic studies," PLOS ONE, Public Library of Science, vol. 16(4), pages 1-17, April.
- M. Nooi Asl & H. Bevrani & R. Arabi Belaghi & K. Mansson, 2021. "Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data," Statistical Papers, Springer, vol. 62(2), pages 1043-1085, April.
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Keywords
Generalized ridge estimation; Kernel smoothing; Multicollinearity; QR decomposition; Partially linear regression model; Shrinkage parameter;All these keywords.
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