Quasi-minimax estimation in the partial linear model |
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| Authors: | Jibo Wu |
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| Institution: | School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing, China |
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| Abstract: | This article discusses the minimax estimator in partial linear model y = Zβ + f + ε under ellipsoidal restrictions on the parameter space and quadratic loss function. The superiority of the minimax estimator over the two-step estimator is studied in the mean squared error matrix criterion. |
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| Keywords: | Ellipsoidal restrictions Mean squared error matrix Minimax estimator Partial linear model Two-step estimator |
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