Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model
Author
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-23
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
Batah et al.
(2009) combined the unbiased ridge estimator and principal components regression estimator and introduced the modified r-k class estimator.
They also showed that the modified r-k class estimator is superior to the ordinary least squares estimator and principal components regression estimator in the mean squared error matrix.
In this paper, firstly, we will give a new method to obtain the modified r-k class estimator; secondly, we will discuss its properties in some detail, comparing the modified r-k class estimator to the ordinary least squares estimator and principal components regression estimator under the Pitman closeness criterion.
A numerical example and a simulation study are given to illustrate our findings.
American Psychological Association (APA)
Wu, Jibo. 2014. Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-488678
Modern Language Association (MLA)
Wu, Jibo. Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model. Journal of Applied Mathematics No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-488678
American Medical Association (AMA)
Wu, Jibo. Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-488678
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-488678