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2014 Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model
Jibo Wu
J. Appl. Math. 2014: 1-6 (2014). DOI: 10.1155/2014/654949

Abstract

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.

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Jibo Wu. "Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model." J. Appl. Math. 2014 1 - 6, 2014. https://doi.org/10.1155/2014/654949

Information

Published: 2014
First available in Project Euclid: 2 March 2015

zbMATH: 07131769
MathSciNet: MR3200847
Digital Object Identifier: 10.1155/2014/654949

Rights: Copyright © 2014 Hindawi

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