Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors

基于差分的岭型参数估计器在具有相关误差的受限偏线性模型中应用

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Abstract

In this article, a generalized difference-based ridge estimator is proposed for the vector parameter in a partial linear model when the errors are dependent. It is supposed that some additional linear constraints may hold to the whole parameter space. Its mean-squared error matrix is compared with the generalized restricted difference-based estimator. Finally, the performance of the new estimator is explained by a simulation study and a numerical example.

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