Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model


Akdeniz F., Tabakan G.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.38, ss.1852-1869, 2009 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 38 Konu: 11
  • Basım Tarihi: 2009
  • Doi Numarası: 10.1080/03610920802470109
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayısı: ss.1852-1869

Özet

In this article, we introduce a ridge estimator for the vector of parameters in a semiparametric model when additional linear restrictions on the parameter vector are assumed to hold. We also obtain the semiparametric restricted ridge estimator for the parametric component in the semiparametric regression model. The ideas in this article are illustrated with a data set consisting of housing prices and through a comparison of the performances of the proposed and related estimators via a Monte Carlo simulation.