RT - Journal Article
T1 - Shrinkage Estimation in Restricted Elliptical Regression Models
JF - JIRSS
YR - 2018
JO - JIRSS
VO - 17
IS - 1
UR - http://jirss.irstat.ir/article-1-439-en.html
SP - 49
EP - 61
K1 - Approximate risk
K1 - Elliptically contoured distribution
K1 - Linear regression model
K1 - Restricted estimator
K1 - Shrinkage estimatorâ€Ž.
AB - 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.
LA eng
UL http://jirss.irstat.ir/article-1-439-en.html
M3 10.29252/jirss.17.1.49
ER -