Authors

• M. Arashi
• A. K. Md Ehsanes Saleh
• S. M. M. Tabatabaey

Abstract

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.

Keywords

• Elliptically contoured distribution
• location model
• preliminary test estimator
• shrinkage estimator