期刊
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷 45, 期 20, 页码 6022-6044出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2014.955115
关键词
Linear restriction; Multicollinearity; Positive-rule shrinkage; Partial linear model; Ridge regression; Stein-type shrinkage; Primary 62G08; Secondary 62J05; 62J07
资金
- Research Council of Semnan University
- Research Council of Shahrood University of Technology, Iran
In this paper, shrinkage ridge estimator and its positive part are defined for the regression coefficient vector in a partial linear model. The differencing approach is used to enjoy the ease of parameter estimation after removing the non parametric part of the model. The exact risk expressions in addition to biases are derived for the estimators under study and the region of optimality of each estimator is exactly determined. The performance of the estimators is evaluated by simulated as well as real data sets.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据