Difference-based ridge estimator of parameters in partial linear model


Tabakan G. , Akdeniz F.

STATISTICAL PAPERS, cilt.51, ss.357-368, 2010 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 51 Konu: 2
  • Basım Tarihi: 2010
  • Doi Numarası: 10.1007/s00362-008-0192-6
  • Dergi Adı: STATISTICAL PAPERS
  • Sayfa Sayıları: ss.357-368

Özet

The paper introduces a new difference-based ridge regression estimator (beta) over cap (k) of the regression parameters beta in the partial linear model. Its mean-squared error is compared analytically with the non-ridge version (beta) over cap (0). Finally, the performance of the new estimator is evaluated for a real data set.