Ridge-type pretest and shrinkage estimations in partially linear models

YÜZBAŞI B. , Ahmed S. E. , AYDIN D.

STATISTICAL PAPERS, cilt.61, ss.869-898, 2020 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 61 Konu: 2
  • Basım Tarihi: 2020
  • Doi Numarası: 10.1007/s00362-017-0967-8
  • Sayfa Sayıları: ss.869-898


In this paper, we suggest pretest and shrinkage ridge regression estimators for a partially linear regression model, and compare their performance with some penalty estimators. We investigate the asymptotic properties of proposed estimators. We also consider a Monte Carlo simulation comparison, and a real data example is presented to illustrate the usefulness of the suggested methods.