فهرست نشریات علمی دسترسی آزاد ایران

‎In this article we consider the stochastic restricted ridge estimation in semiparametric linear models when the covariates are measured with additive errors‎. ‎The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates‎. ‎The asymptotic normality of the resulting estimates are established‎. ‎Also‎, ‎necessary and sufficient conditions‎, ‎for the superiority of the proposed estimator over its counterpart‎, ‎for selecting the ridge parameter k are obtained‎. ‎A Monte Carlo simulation study is also performed to illustrate the finite sample performance of the proposed procedures‎. ‎Finally theoretical results are applied to Egyptian pottery Industry data set.