Volume 10, Number 2 (November 2011)                   JIRSS 2011, 10(2): 237-266 | Back to browse issues page

XML Persian Abstract Print

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

Arashi M, Ehsanes Saleh A K M, Tabatabaey S M M. On Mathematical Characteristics of some Improved Estimators of the Mean and Variance Components in Elliptically Contoured Models. JIRSS. 2011; 10 (2) :237-266
URL: http://jirss.irstat.ir/article-1-165-en.html

Abstract:   (5181 Views)
In this paper we treat a general form of location model. It is typically assumed that the error term is distributed according to the law belonging to the class of elliptically contoured distribution. Some sorts of shrinkage estimators of location and scale parameters are proposed and their exact bias and MSE expressions are derived. The performance of the estimators under study are completely analyzed and the condition of superiority of each estimator is studied in details.
Full-Text [PDF 218 kb]   (1681 Downloads)    
Subject: 60: Probability theory and stochastic processes
Received: 2011/11/7 | Accepted: 2015/09/12

Add your comments about this article : Your username or email:
Write the security code in the box

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