New difference-based estimator of parameters in semiparametric regression models

DOI10.1080/00949655.2011.638633MaRDI QIDQ2862379zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

difference-based estimatordifferencing estimatordifferencing matrixLiu estimatormulticollinearitysemiparametric regression model

Mathematics Subject Classification ID

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

Recommendations

• Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
• Liu-type estimator in semiparametric regression models
• Difference based ridge and Liu type estimators in semiparametric regression models
• Minimax estimates of parameters in a semiparametric regression model based on higher-order differences
• Difference-based ridge estimator of parameters in partial linear model

Cites work

• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• An elementary estimator of the partial linear model
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Detecting Dependencies in Smooth Regression Models
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• scientific article; zbMATH DE number 1306459 (Why is no real title available?)
• scientific article; zbMATH DE number 2146311 (Why is no real title available?)
• Improvement of the Liu estimator in linear regression model
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• On the Restricted Liu Estimator in the Gauss–Markov Model
• Second Order Approximation in the Partially Linear Regression Model
• Semiparametric Regression
• Semiparametric Regression for the Applied Econometrician
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• Variance estimation in nonparametric regression via the difference sequence method

Cited in

(13)

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

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