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

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Department of Statistics, Ferdowsi University of Mashhad, International campus, Iran
Abstract:   (1871 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.


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