A weighted stochastic restricted ridge estimator in partially linear model. Issue 18 (17th September 2017)
- Record Type:
- Journal Article
- Title:
- A weighted stochastic restricted ridge estimator in partially linear model. Issue 18 (17th September 2017)
- Main Title:
- A weighted stochastic restricted ridge estimator in partially linear model
- Authors:
- Wu, Jibo
Asar, Yasin - Abstract:
- ABSTRACT: In this article, we consider the estimation of a partially linear model when stochastic linear restrictions on the parameter components are assumed to hold. Based on the weighted mixed estimator, profile least-squares method, and ridge method, a weighted stochastic restricted ridge estimator of the parametric component is introduced. The properties of the new estimator are also discussed. Finally, a simulation study is given to show the performance of the new estimator.
- Is Part Of:
- Communications in statistics. Volume 46:Issue 18(2017)
- Journal:
- Communications in statistics
- Issue:
- Volume 46:Issue 18(2017)
- Issue Display:
- Volume 46, Issue 18 (2017)
- Year:
- 2017
- Volume:
- 46
- Issue:
- 18
- Issue Sort Value:
- 2017-0046-0018-0000
- Page Start:
- 9274
- Page End:
- 9283
- Publication Date:
- 2017-09-17
- Subjects:
- Multicollinearity -- Partially linear model -- Profile least-squares approach -- Stochastic linear restrictions -- Weighted mixed estimator.
Primary 62J05, 62J07
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2016.1206936 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 4414.xml