Ridge estimation of a semiparametric regression model

被引：35

作者：

Hu, HC ^{[1
]}

机构：

[1] Hubei Normal Univ, Dept Math, Huangshi 435002, Peoples R China

[2] Wuhan Univ, Coll Math & Stat, Wuhan 430072, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2005年 / 176卷 / 01期

基金：

中国国家自然科学基金;

关键词：

semiparametric regression model; ridge estimation; two steps estimation; mean square error;

D O I：

10.1016/j.cam.2004.07.032

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Considered he semiparametric regression model l(i) = A(i)(T)X + s(t(i)) + Delta(i) (i = 1, 2,...,n). Firstly, ridge estimators of both parameters and nonparameters are attained without a restrained design matrix. Secondly, the ridge estimator will be compared with two steps estimation under a mean square error and some conditions in which the former excels the latter are given. Finally, the validity and feasibility of the method are illustrated by a simulating example. (C) 2004 Published by Elsevier B.V.

引用

页码：215 / 222

页数：8

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