Kernel Ridge-Type Shrinkage Estimators in Partially Linear Regression Models with Correlated Errors
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DOI: 10.3390/math13121959
Abstract: Partially linear time series models often suffer from multicollinearity among regressors and autocorrelated errors, both of which can inflate estimation risk. This study introduces a generalized ridge-type kernel (GRTK) framework that combines kernel smoothing with… read more here.
Keywords: shrinkage estimators; type shrinkage; kernel ridge; shrinkage ... See more keywords