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Falah ‎ ‎, Arashi ‎, ‎Tabatabaey S M M. Shrinkage Estimation in Restricted Elliptical Regression Model. JIRSS. 2017; 18 (1)
URL: http://jirss.irstat.ir/article-1-439-en.html
Abstract:   (937 Views)

‎In the restricted elliptical linear model‎, ‎an approximation for the risk of a general shrinkage estimator of‎

‎a general shrinkage estimator of regression vector-parameter is given‎. ‎superiority condition of the‎

‎shrinkage estimator over the restricted estimator is investigated‎, ‎under elliptical assumption‎. ‎It is evident from the numerical results that the shrinkage estimator performs better than the unrestricted one‎, ‎in the multivariate t-regression model‎.

Type of Study: Original Paper | Subject: 60Exx: Distribution theory
Received: 2017/07/3 | Accepted: 2017/07/3 | Published: 2017/07/3

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