Liu-type estimator in semiparametric regression models

Akdeniz F., Duran E. A.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.80, sa.8, ss.853-871, 2010 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 80 Sayı: 8
  • Basım Tarihi: 2010
  • Doi Numarası: 10.1080/00949650902821699
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.853-871
  • Anahtar Kelimeler: Lagrange function, Liu-type estimator, restricted estimation, semiparametric regression model, smoother matrix, IMPROVEMENT, PARAMETERS, SHRINKAGE
  • Gazi Üniversitesi Adresli: Evet

Özet

In this paper, we introduced a Liu-type estimator for the vector of parameters in a semiparametric regression model. We also obtained the semiparametric restricted Liu-type estimator for the parametric component in a semiparametric regression model. The ideas in the paper are illustrated in a real data example and in a Monte Carlo simulation study.