Efficiency of a Liu-type estimator in semiparametric regression models

DOI10.1016/j.cam.2010.08.028zbMath1206.62066OpenAlexW2059507590MaRDI QIDQ609231

Esra Akdeniz Duran, Hong Chang Hu, Fikri Akdeniz

Publication date: 30 November 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.08.028

zbMATH Keywords

mean square errorsemiparametric regression modeltwo-step estimationalmost unbiased Liu-type estimator

Mathematics Subject Classification ID

Related Items (15)

Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression ⋮ The relative efficiency of Liu-type estimator in a partially linear model ⋮ A class of biased estimators based on QR decomposition ⋮ A new difference-based weighted mixed Liu estimator in partially linear models ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors ⋮ Quasi-minimax estimation in the partial linear model ⋮ Performance of Kibria's methods in partial linear ridge regression model ⋮ New restricted Liu estimator in a partially linear model ⋮ Rank-based Liu regression ⋮ Restricted difference-based Liu estimator in partially linear model ⋮ Performance of the difference-based almost unbiased Liu estimator in partial linear model ⋮ Principal components regression estimator of the parameters in partially linear models

Uses Software

• SemiPar

Cites Work

• A class of almost unbiased and efficient estimators of regression coefficients
• Estimation in partially linear models and numerical comparisons
• Convergence rates for partially splined models
• Convergence rates for parametric components in a partly linear model
• Estimation in partially linear models.
• Ridge estimation of a semiparametric regression model
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Kernel estimation of a partially linear additive model
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On small sample properties of the almost unbiased generalized ridge estimator
• Root-N-Consistent Semiparametric Regression
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Semiparametric Regression
• Using Liu-Type Estimator to Combat Collinearity
• Improvement of the Liu Estimator in Weighted Mixed Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Estimation and inference in partially linear models with smoothing splines
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Efficiency of a Liu-type estimator in semiparametric regression models