Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model. Issue 5 (4th March 2022)

• Record Type: Journal Article
• Authors: Wu, Jibo
• Is Part Of: Communications in statistics. Volume 51:Issue 5(2022)
• Page Start: 1403
• Page End: 1412
• Publication Date: 2022-03-04
• Subjects: Ridge estimator -- mean squared error -- linear restriction; 62G08 -- 62J05 -- 62J07; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2020.1764041
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: In this paper, the generalized restricted difference-based almost unbiased ridge estimator in partially linear model is presented, when it is supposed that the regression parameters may be restricted to a subspace and compare the proposed estimators in the sense of the quadratic bias and scalar mean squared error criteria. Finally, a simulation study is given to explain the performances of the estimators.