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Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors |
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| Authors: | Fikri Akdeniz Esra Akdeniz Duran Mahdi Roozbeh Mohammad Arashi |
| Affiliation: | 1. Department of Mathematics and Computer Science, ?a? University, Tarsus, Turkeyfikriakdeniz@gmail.com;3. Department of Statistics, ?stanbul Medeniyet University, ?stanbul, Turkey;4. Faculty of Mathematics, Statistics and Computer Sciences, Semnan University, Semnan, Iran;5. Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran |
| Abstract: | In this paper, a generalized difference-based estimator is introduced for the vector parameter β in the semiparametric regression model when the errors are correlated. A generalized difference-based Liu estimator is defined for the vector parameter β in the semiparametric regression model. Under the linear nonstochastic constraint Rβ=r, the generalized restricted difference-based Liu estimator is given. The risk function for the β?GRD(η) associated with weighted balanced loss function is presented. The performance of the proposed estimators is evaluated by a simulated data set. |
| Keywords: | balanced loss function difference-based estimator generalized Liu estimator generalized difference-based restricted Liu estimator semiparametric regression model |