Choice of Smoothing Parameter for Kernel Type Ridge Estimators in Semiparametric Regression Models
This paper concerns kernel-type ridge estimators of parameters in a semiparametric model. These estimators are a generalization of the well-known Speckman’s approach based on kernel smoothing method. The most important factor in achieving this smoothing method is the selection of the smoothing para...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Instituto Nacional de Estatística | Statistics Portugal
2021-03-01
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Series: | Revstat Statistical Journal |
Subjects: | |
Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/331 |