New difference-based estimator of parameters in semiparametric regression models

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Atıf İçin Kopyala

Duran E. A., Akdeniz F.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.83, sa.5, ss.808-822, 2013 (SCI-Expanded)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 83 Sayı: 5
• Basım Tarihi: 2013
• Doi Numarası: 10.1080/00949655.2011.638633
• Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
• Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Sayfa Sayıları: ss.808-822
• Çukurova Üniversitesi Adresli: Evet

Özet

The paper introduces a new difference-based Liu estimator (Ldiff)=([Xtilde][Xtilde]+I)(1)([Xtilde][ytilde]+ (diff)) of the regression parameters in the semiparametric regression model, y=X+f+E. Difference-based estimator, (diff)=([Xtilde][Xtilde])(1)[Xtilde][ytilde] and difference-based Liu estimator are analysed and compared with respect to mean-squared error (mse) criterion. Finally, the performance of the new estimator is evaluated for a real data set. Monte Carlo simulation is given to show the improvement in the scalar mse of the estimator.