Seyed Moahammad M. Tabatabaey
Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran.
[ 1 ] - برآورد انقباضی در مدلهای رگرسیونی بیضوی مقید
In the restricted elliptical linear model, an approximation for the risk of a general shrinkage estimator of the regression vector-parameter is given. Superiority condition of the shrinkage estimator over the restricted estimator is investigated under the elliptical assumption. It is evident from numerical results that the shrinkage estimator performs better than the unrestricted one...
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