XML Print

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

Fallah R, Arashi M, ‎Tabatabaey M M. Shrinkage Estimation in Restricted Elliptical Regression Model. JIRSS. 2017; 17
URL: http://jirss.irstat.ir/article-1-387-en.html

Abstract:   (85 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: 62Jxx: Linear inference, regression
Received: 2016/10/21 | Accepted: 2017/06/2 | Published: 2017/06/2

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

Send email to the article author

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