New difference-based estimator of parameters in semiparametric regression models

DOI10.1080/00949655.2011.638633zbMATH Open1431.62154OpenAlexW1976608845MaRDI QIDQ2862379FDOQ2862379

Authors: Esra Akdeniz Duran, F. Akdeniz 

Publication date: 15 November 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.638633

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• Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
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• Difference-based ridge estimator of parameters in partial linear model

zbMATH Keywords

multicollinearitysemiparametric regression modeldifference-based estimatordifferencing estimatordifferencing matrixLiu estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Semiparametric Regression
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• On the Restricted Liu Estimator in the Gauss–Markov Model
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Improvement of the Liu estimator in linear regression model
• Second Order Approximation in the Partially Linear Regression Model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Semiparametric Regression for the Applied Econometrician
• An elementary estimator of the partial linear model
• Variance estimation in nonparametric regression via the difference sequence method
• Title not available (Why is that?)
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• Detecting Dependencies in Smooth Regression Models

Cited In (13)

• Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
• Liu-type estimator in semiparametric regression models
• Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
• New restricted Liu estimator in a partially linear model
• Difference based ridge and Liu type estimators in semiparametric regression models
• Performance analysis of the preliminary test estimator with series of stochastic restrictions
• Minimax estimates of parameters in a semiparametric regression model based on higher-order differences
• Optimal difference-based estimation for partially linear models
• A difference based approach to the semiparametric partial linear model
• Principal components regression estimator of the parameters in partially linear models
• Error variance estimation for the partially linear model
• A new difference-based weighted mixed Liu estimator in partially linear models
• Difference-based M-estimator of generalized semiparametric model with NSD errors

Uses Software

• Stata

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