Ridge-type pretest and shrinkage estimations in partially linear models
Küçük Resim Yok
Tarih
2020
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this paper, we suggest pretest and shrinkage ridge regression estimators for a partially linear regression model, and compare their performance with some penalty estimators. We investigate the asymptotic properties of proposed estimators. We also consider a Monte Carlo simulation comparison, and a real data example is presented to illustrate the usefulness of the suggested methods.
Açıklama
Anahtar Kelimeler
Pretest estimation, Shrinkage estimation, Ridge regression, Smoothing spline, Partially linear model
Kaynak
Statistical Papers
WoS Q Değeri
Q2
Scopus Q Değeri
Q2
Cilt
61
Sayı
2
