Efficiency of the generalized difference-based liu estimators in semiparametric regression models with correlated errors
Yükleniyor...
Dosyalar
Tarih
2015
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
TAYLOR & FRANCIS LTD
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this paper, a generalized difference-based estimator is introduced for the vector parameter beta in the semiparametric regression model when the errors are correlated. A generalized difference-based Liu estimator is defined for the vector parameter beta in the semiparametric regression model. Under the linear nonstochastic constraint R beta=r, the generalized restricted difference-based Liu estimator is given. The risk function for the beta<SIC>(GRD)(eta) associated with weighted balanced loss function is presented. The performance of the proposed estimators is evaluated by a simulated data set.
Açıklama
46th Statistical Computing Conference -- JUL 20-23, 2013 -- Reisensburg, GERMANY
WOS: 000344384800012
WOS: 000344384800012
Anahtar Kelimeler
Balanced Loss Function, Difference-Based Estimator, Generalized Liu Estimator, Generalized Difference-Based Restricted Liu estimator, Semiparametric Regression Model
Kaynak
Journal of Statıstıcal Computatıon and Simulatıon
WoS Q Değeri
Q3
Scopus Q Değeri
Q2
Cilt
85
Sayı
1
