Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
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DOI：
10.1080/03610920802470109
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发表时间：
2009-01-01
影响因子：
0.8
通讯作者：
Tabakan, Guelin
中科院分区：
文献类型：
--
作者：
Akdeniz, Fikri;Tabakan, Guelin
在本文中，我们引入了半参数模型中参数向量在附加线性约束条件下的脊估计。我们还得到了半参数回归模型中参数分量的半参数限制性岭估计。本文的思想是用一个由房价组成的数据集来说明的，并通过蒙特卡罗模拟对所提出的和相关估计器的性能进行了比较。
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.