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Shrinkage Estimation of the Regression Parameters With Multivariate Normal Errors
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نویسنده
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Arashi M. ,Tabatabaey S. M. M.
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منبع
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Iranian Journal Of Numerical Analysis And Optimization - 2008 - دوره : 1 - شماره : 1 - صفحه:83 -100
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چکیده
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In the linear model y=x(beta) + 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 (beta) 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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کلیدواژه
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Gls Estimator ,Preliminary Test Estimator ,Stein-Type Shrinkage Estimator ,Positive-Rule Shrinkage Estimator
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آدرس
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Ferdowsi University Of Mashhad, Department Of Statistics, ایران, Ferdowsi University Of Mashhad, Department Of Statistics, ایران
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پست الکترونیکی
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m-arashi-stat@yahoo.com
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Authors
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