| Issue |
E3S Web Conf.
Volume 409, 2023
International Conference on Management Science and Engineering Management (ICMSEM 2023)
|
|
|---|---|---|
| Article Number | 02009 | |
| Number of page(s) | 10 | |
| Section | Decision Support Systems | |
| DOI | https://doi.org/10.1051/e3sconf/202340902009 | |
| Published online | 01 August 2023 | |
Linear Shrinkage and Shrinkage Pretest Strategies in Partially Linear Models
1 Department of Mathematics and Statistics, Thammasat University, Pathum Thani, Thailand
2 Department of Mathematics and Statistics, Brock University, St. Catharines, ON, Canada
* e-mail: siwaporn.pkt@gmail.com
In this paper, we improved the efficiency of parameter estimation in partially linear models, where subspace information is available. We proposed linear shrinkage and shrinkage pretest estimation strategies. The asymptotic distributional risk of the proposed estimators was examined. We also conducted a Monte Carlo simulation to evaluate the risk performance of the estimators. The proposed estimators performed better than the unrestricted estimator. A real data example was used to illustrated the application of the proposed estimators.
Key words: Linear shrinkage / Shrinkage pretest / Partially linear model
© The Authors, published by EDP Sciences, 2023
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