Choice of Smoothing Parameter for Kernel Type Ridge Estimators in Semiparametric Regression Models

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...

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Bibliographic Details
Main Authors: Ersin Yilmaz, Bahadir Yuzbasi, Dursun Aydin
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2021-03-01
Series:Revstat Statistical Journal
Subjects:
semiparametric model
kernel smoothing
ridge type estimator
smoothing parameter generalized cross-validation
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/331

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