Improved Liu-type estimator in partial linear model

被引:4
作者
Wu, Jibo [1 ,2 ,3 ,4 ]
机构
[1] Chongqing Univ Arts & Sci, Dept Math, Chongqing 402160, Peoples R China
[2] Chongqing Univ Arts & Sci, KLDAIP, Chongqing 402160, Peoples R China
[3] Chongqing Univ Arts & Sci, Sch Math & Finances, Chongqing 402160, Peoples R China
[4] Chongqing Univ Arts & Sci, Key Lab Grp & Graph Theories & Applicat, Chongqing 402160, Peoples R China
基金
中国国家自然科学基金;
关键词
ridge restricted estimator; kernel smoothing; partial linear model; linear restrictions; 62J05; 62J07; RIDGE-REGRESSION;
D O I
10.1080/00207160.2014.1000881
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, a Liu-type estimation is proposed for the vector-parameter in a partial linear model. This new estimator can be regarded as generalization of the restricted least-squares estimator, the restricted ridge estimator and the restricted Liu estimator. We also obtain the asymptotic distributional bias and risk of these estimators and we also discuss some properties of the new estimator. The selection of the tuning parameter in the proposed estimator is also presented. Finally, a simulation study is presented to explain the performance of the new estimator.
引用
收藏
页码:498 / 510
页数:13
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