Restricted difference-based Liu estimator in partially linear model

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:300

Article

Wu, Jibo¹ 

[1] Chongqing Univ Arts & Sci, Key Lab Grp & Graph Theories & Applicat, Chongqing 402160, Peoples R China

关键词: Linear restrictions;    Difference-based estimator;    Liu estimator;    Restricted difference-based Liu estimator;   

DOI  :  10.1016/j.cam.2015.12.023

来源: Elsevier

【 摘 要 】

Partially linear model is useful in statistical model as a multivariate nonparametric fitting method. This paper deals with statistical inference for the partially linear model in the presence of multicollinearity. When some additional linear restrictions are assumed to hold, the corresponding restricted difference-based Liu estimator for the parametric component is constructed. The asymptotically properties of the proposed estimators are discussed. Finally, a simulation study is presented to explain the performance of the estimators. (C) 2015 Elsevier B.V. All rights reserved.

【 授权许可】

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