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Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors

Mahdi Roozbeh, Gholamreza Hesamian, Mohammad Ghasem Akbari

2020Journal of Computational and Applied Mathematics29 citationsDOI

Topics & Concepts

MulticollinearityEstimatorParametric statisticsMathematicsMonte Carlo methodRidgeStochastic modellingRegression analysisApplied mathematicsStatisticsGeologyPaleontologyAdvanced Statistical Methods and ModelsStatistical Methods and InferenceStatistical and numerical algorithms
Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors | Litcius