Title : ( Semiparametric Ridge Regression Approach in Partially Linear Models )
Authors: Mahdi Roozbeh , M. Arashi , Hossein Ali Niroumand ,
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Abstract
In this article, we introduce a semiparametric ridge regression estimator for the vector-parameter in a partial linear model. It is also assumed that some additional artificial linear restrictions are imposed to the whole parameter space and the errors are dependent. This estimator is a generalization of the well-known restricted leastsquares estimator and is confined to the (affine) subspace which is generated by the restrictions. Asymptotic distributional bias and risk are also derived and the comparison result is then given.
Keywords
Asymptotic distributional risk; Kernel smoothing; Linear restrictions; Ridge regression estimator; Semiparametric least squares.
@article{paperid:1014203,
author = {Roozbeh, Mahdi and M. Arashi and Niroumand, Hossein Ali},
title = {Semiparametric Ridge Regression Approach in Partially Linear Models},
journal = {Communications in Statistics Part B: Simulation and Computation},
year = {2010},
volume = {39},
number = {3},
month = {February},
issn = {0361-0918},
pages = {449--460},
numpages = {11},
keywords = {Asymptotic distributional risk; Kernel smoothing; Linear restrictions;
Ridge regression estimator; Semiparametric least squares.},
}
%0 Journal Article
%T Semiparametric Ridge Regression Approach in Partially Linear Models
%A Roozbeh, Mahdi
%A M. Arashi
%A Niroumand, Hossein Ali
%J Communications in Statistics Part B: Simulation and Computation
%@ 0361-0918
%D 2010
