shrinkage estimation of the regression parameters with multivariate normal errors
Publish Year: 1387
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_IJNAO-1-1_007
تاریخ نمایه سازی: 6 شهریور 1396
Abstract:
In the linear model y=XB+e with the errors distributed as normal, we obtain generalized least square (GLS), restricted GLS (RGLS), preliminary test (PT), Stein-type shrinkage (S) and positive-rule shrinkage (PRS) estimators for regression vector parameter eta when the covariance structure in known. We compare the quadratic risks of the underlying estimators and propose the dominance orders of the five estimators.
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Authors
m arashi
Department of Statistics, Ferdowsi University of Mashhad, Mashhad
s.m.m tabatabaey
Department of Statistics, Ferdowsi University of Mashhad, Mashhad