位置：成果数据库 > 期刊 > 期刊详情页
Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions
  • ISSN号：0361-0926
  • 期刊名称：Communications in Statistics - Theory and Methods
  • 时间：2014
  • 页码：3580-3595
  • 相关项目：基于模型选择和Pitman准则的约束有偏估计及算法研究与应用
作者： Yang, Lian|Yang, Hu|
同期刊论文项目
基于模型选择和Pitman准则的约束有偏估计及算法研究与应用
期刊论文 42
同项目期刊论文
Perturbation analysis for the hyperbolic QR factorization (vol 63, pg 1607, 2012)
Relative and Absolute Perturbation Bounds for Weighted Polar Decomposition
Further results on the group inverses and Drazin inverses of anti-triangular block matrices
Perturbation analysis for the hyperbolic QR factorization
Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model
Nonnegative-lasso and application in index tracking
Nonnegative Elastic Net and application in index tracking
New perturbation bounds for the subunitary polar factors
On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression
An efficient and robust variable selection method for longitudinal generalized linear models
Robust variable selection in modal varying-coefficient models with longitudinal
Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear mo
Perturbation analysis for the symplectic QR factorization
Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysi
A note on multiplicative perturbation bounds for the Moore-Penrose inverse
Some Results on the Problem of Updating the Hyperbolic Matrix Factorizations
Two-sided generalized hyperbolic QR factorization and its perturbation analysis
A two-parameter estimator in the negative binomial regression model
Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restric
A robust and efficient estimation method for single-index varying-coefficient models
A Further Study of Predictions in Linear Mixed Models
The adaptive L1-penalized LAD regression for partially linear single-index models
A robust and efficient estimation and variable selection method for partially linear single-index mo
Equivalence of two tests in varying coefficient partially linear errors in variable model with missi
REFINEMENTS OF THE HERON AND HEINZ MEANS INEQUALITIES FOR MATRICES
A flexible condition number for weighted linear least squares problem and its statistical estimation
Condition numbers for the nonlinear matrix equation and their statistical estimation
Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV)
On the Principal Component Liu-type Estimator in Linear Regression
Weighted Stochastic Restricted Estimation in Linear Measurement Error Models
On a principal component two-parameter estimator in linear model with autocorrelated errors
SCAD penalized rank regression with a diverging number of parameters
Weighted composite quantile regression estimation and variable selection for varying coefficient mod