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Articles

Improved Liu-type estimator in partial linear model

Pages 498-510 | Received 25 Aug 2013, Accepted 11 Dec 2014, Published online: 23 Jan 2015
 

Abstract

In this article, a Liu-type estimation is proposed for the vector-parameter in a partial linear model. This new estimator can be regarded as generalization of the restricted least-squares estimator, the restricted ridge estimator and the restricted Liu estimator. We also obtain the asymptotic distributional bias and risk of these estimators and we also discuss some properties of the new estimator. The selection of the tuning parameter in the proposed estimator is also presented. Finally, a simulation study is presented to explain the performance of the new estimator.

2010 AMS Subject Classifications:

Acknowledgments

The author is highly obliged to the editors and the reviewers for the comments and suggestions which improved the article in its present form.

Disclosure statement

No potential conflict of interest was reported by the author.

Funding

This work was supported by the National Natural Science Foundation of China [grant number 11426054]; the Natural Science Foundation of Yongchuan [grant number Ycstc2014nc8001]; the Scientific Research Foundation of Chongqing University of Arts and Sciences [grant number R2013SC12]; and Program for Innovation Team Building at Institutions of Higher Education in Chongqing [grant number KJTD201321].

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