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:
Research
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
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author Wu, Jibo
author_facet Wu, Jibo
author_sort Wu, Jibo
collection PubMed
description 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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spelling pubmed-47661532016-03-29 Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors Wu, Jibo Springerplus Research 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. Springer International Publishing 2016-02-25 /pmc/articles/PMC4766153/ /pubmed/27026874 http://dx.doi.org/10.1186/s40064-016-1814-4 Text en © Wu. 2016 Open AccessThis article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Wu, Jibo
Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors
title Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors
title_full Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors
title_fullStr Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors
title_full_unstemmed Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors
title_short Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors
title_sort difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors
topic Research
url 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
work_keys_str_mv AT wujibo differencebasedridgetypeestimatorofparametersinrestrictedpartiallinearmodelwithcorrelatederrors

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