Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Risk Performance Of Stein-Rule Estimators Over The Least Squares Estimators Of Regression Coefficients Under Quadratic Loss Structures

This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model. ∗Department of Mathematics and Statistics, Indian Institute of Technology, Kanpur 208016, India. E-mail: [email protected], [email protected] (Corre...

متن کامل

Extrapolation techniques for ill-conditioned linear systems

In this paper, the regularized solutions of an ill{conditioned system of linear equations are computed for several values of the regularization parameter. Then, these solutions are extrapolated at = 0 by various vector rational extrapolations techniques built for that purpose. These techniques are justiied by an analysis of the regularized solutions based on the singular value decomposition and...

متن کامل

Mean Squared Error Matrix comparison of Least Squares and Stein-Rule Estimators for Regression Coefficients under Non-normal Disturbances

Choosing the performance criterion to be mean squared error matrix, we have compared the least squares and Stein-rule estimators for coefficients in a linear regression model when the disturbances are not necessarily normally distributed. It is shown that none of the two estimators dominates the other, except in the trivial case of merely one regression coefficient where least squares is found ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Multivariate Analysis

سال: 2014

ISSN: 0047-259X

DOI: 10.1016/j.jmva.2014.01.002