Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
| dc.contributor.author | Akdeniz, Fikri | |
| dc.contributor.author | Roozbeh, Mahdi | |
| dc.date.accessioned | 2020-11-04T12:52:35Z | |
| dc.date.available | 2020-11-04T12:52:35Z | |
| dc.date.issued | 2019 | en_US |
| dc.department | İktisadi ve İdari Bilimler Fakültesi | en_US |
| dc.description.abstract | In this paper, a generalized difference-based estimator is introduced for the vector parameter β in partially linear model when the errors are correlated. A generalized difference-based almost unbiased ridge estimator is defined for the vector parameter β. Under the linear stochastic constraint r = Rβ + e, a new generalized difference-based weighted mixed almost unbiased ridge estimator is proposed. The performance of this estimator over the generalized difference-based weighted mixed estimator, the generalized difference-based estimator, and the generalized differencebased almost unbiased ridge estimator in terms of the mean square error matrix criterion is investigated. Then, a method to select the biasing parameter k and nonstochastic weight ω is considered. The efficiency properties of the new estimator is illustrated by a simulation study. Finally, the performance of the new estimator is evaluated for a real dataset | en_US |
| dc.identifier.citation | Akdeniz, F., & Roozbeh, M. (2019). Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models. Statistical Papers, 60(5), 1717-1739. | en_US |
| dc.identifier.doi | 10.1007/s00362-017-0893-9 | |
| dc.identifier.endpage | 1739 | en_US |
| dc.identifier.issue | 5 | en_US |
| dc.identifier.scopus | 2-s2.0-85014167643 | |
| dc.identifier.scopusquality | Q2 | |
| dc.identifier.startpage | 1717 | en_US |
| dc.identifier.uri | https://hdl.handle.net/20.500.12507/1483 | |
| dc.identifier.volume | 60 | en_US |
| dc.identifier.wos | WOS:000504900500014 | |
| dc.identifier.wosquality | Q2 | |
| dc.indekslendigikaynak | Web of Science | |
| dc.indekslendigikaynak | Scopus | |
| dc.language.iso | en | |
| dc.relation.ispartof | Statistical Papers | |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Difference-based estimator | en_US |
| dc.subject | Generalized ridge estimator | en_US |
| dc.subject | Generalized difference | en_US |
| dc.subject | based weighted mixed almost unbiased ridge estimator | en_US |
| dc.subject | Partially linear model | en_US |
| dc.subject | Weighted mixed estimator | en_US |
| dc.title | Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models | |
| dc.type | Article |
