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Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors
In this article, a generalized difference-based ridge estimator is proposed for the vector parameter in a partial linear model when the errors are dependent. It is supposed that some additional linear constraints may hold to the whole parameter space. Its mean-squared error matrix is compared with t...
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2016
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Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4766153/ https://www.ncbi.nlm.nih.gov/pubmed/27026874 http://dx.doi.org/10.1186/s40064-016-1814-4 |
Sumario: | In this article, a generalized difference-based ridge estimator is proposed for the vector parameter in a partial linear model when the errors are dependent. It is supposed that some additional linear constraints may hold to the whole parameter space. Its mean-squared error matrix is compared with the generalized restricted difference-based estimator. Finally, the performance of the new estimator is explained by a simulation study and a numerical example. |
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