Volume 17, Issue 1 (6-2018)                   JIRSS 2018, 17(1): 49-61 | Back to browse issues page

XML Persian Abstract Print

Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Falah ‎ ‎, Arashi ‎, ‎Tabatabaey S M M. Shrinkage Estimation in Restricted Elliptical Regression Models. JIRSS. 2018; 17 (1) :49-61
URL: http://jirss.irstat.ir/article-1-439-en.html
Department of Statistics, Ferdowsi University of Mashhad, International campus, Iran , rezafallah62@gmail.com
Abstract:   (4080 Views)

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 in the multivariate t-regression model.


Full-Text [PDF 75 kb]   (892 Downloads)    
Type of Study: Original Paper | Subject: 60Exx: Distribution theory
Received: 2017/07/3 | Accepted: 2017/07/3 | Published: 2017/07/3

Send email to the article author

© 2015 All Rights Reserved | Journal of The Iranian Statistical Society