Quasi-minimax estimation in the partial linear model

Jibo Wu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 6, 2982-2989

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.

Date: 2017
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DOI: 10.1080/03610926.2015.1053941

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