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RISPerformance analysis of the preliminary test estimator with series of stochastic restrictions
In this paper, the problem of estimation of the regression coefficients in a multiple regression model is considered under the multicollinearity situation when there are series of stochastic linear restrictions available ...
estimation of the mean vector of a multivariate normal model under reflected normal loss
For estimating an unknown mean vector-parameter bt in a multivariate normal population, we propose the unrestricted, restricted and preliminary test estimators and derive their exact risk expressions under a modified reflected normal loss function...
Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
In this paper, based on generalized order statistics from a family of proportional hazard rate model, we use a statistical test to generate a class of preliminary test estimators and shrinkage preliminary test estimators for the proportionality...
Pitman-closeness of preliminary test and some classical estimators based on records from two-parameter exponential distribution
preliminary test estimator (PTE) for both parameters. We have compared the proposed estimator with maximum likelihood (ML) and unbiased estimators (UE) under mean squared error (MSE) and Pitman measure of closeness (PMC). Analytical as well as graphical...
Estimation in Multiple Regression Model with Elliptically Contoured Errors under MLINEX Loss
This paper considers estimation of the regression parameter vector of the multiple regression
model with elliptically symmetric contoured errors. The generalized least square (GLS), restricted GLS and preliminary ...
Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression
Recently, many researchers have considered the use of heavy-tailed models for processing multiplicative economic and business data for validity of robustness. As a reliable justification, fat-tailed models contain outliers ...
Shrinkage estimation of the regression parameters with multivariate normal errors
In the linear model y=X\\\\\\\\\\\\\\\\beta+e with the errors distributed as normal, we obtain generalized least square (GLS) , restricted GLS (RGLS), preliminary test (PT), Stein-type shrinkage (S) and positive-rule ...
Improved variance estimation under sub-space restriction
In the linear regression model y=Xb+e, we assume given positive definite scale matrix
S, the error vector is distributed as multivariate normal and S
has inverted Wishart distribution. Under an orthogonal ...
Estimation of parameters of parallelism model with elliptically distributed errors
In this paper we consider some improved estimators of the intercept and
slope parameters in a parallelism model with errors belonging to a sub-class of elliptically
contoured distributions.We derive the exact ...