On double k-class estimators with multivariate t-errors
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نویسنده
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abdel raheim a.r.m.
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منبع
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pakistan journal of statistics - 2016 - دوره : 32 - شماره : 4 - صفحه:261 -278
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چکیده
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This paper aims at developing a framework for an analysis of exact and asymptotic bias,moment matrix and risk function for double k-class estimators in general linear regression model with multivariate t-errors. it should also contribute to wards a better understanding of the performance of double k-class estimators and the comparison between double k-class estimators and ordinary least squares estimators in the same linear regression model.the study will utilize monte-carlo approach to investigate the asymptotic properties of several estimators arising from the family of double k-class estimators. © 2016 pakistan journal of statistics.
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کلیدواژه
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Bias estimators; Double k-class estimators; Multivariate t-errors; Risk function
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آدرس
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department of applied statistics and econometrics,institute of statistical studies and research (issr),cairo university, Egypt
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