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Difference based ridge and Liu type estimators in semiparametric regression models

✍ Scribed by Esra Akdeniz Duran; Wolfgang Karl Härdle; Maria Osipenko


Book ID
113726697
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
472 KB
Volume
105
Category
Article
ISSN
0047-259X

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Efficiency of a Liu-type estimator in se
✍ Esra Akdeniz Duran; Fikri Akdeniz; Hongchang Hu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 337 KB

In this paper we consider the semiparametric regression model, y Hu [11] proposed ridge regression estimator in a semiparametric regression model. We introduce a Liu-type (combined ridge-Stein) estimator (LTE) in a semiparametric regression model. Firstly, Liu-type estimators of both β and f are att