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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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Detalles Bibliográficos
Autor principal: Wu, Jibo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2016
Materias:
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
Descripción
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.