Linear Shrinkage and Shrinkage Pretest Strategies in Partially Linear Models
نویسندگان
چکیده
In this paper, we improved the efficiency of parameter estimation in partially linear models, where subspace information is available. We proposed shrinkage and pretest strategies. The asymptotic distributional risk estimators was examined. also conducted a Monte Carlo simulation to evaluate performance estimators. performed better than unrestricted estimator. A real data example used illustrated application
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ژورنال
عنوان ژورنال: E3S web of conferences
سال: 2023
ISSN: ['2555-0403', '2267-1242']
DOI: https://doi.org/10.1051/e3sconf/202340902009