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.
Falah,&. &. , Arashi,&. and Tabatabaey,S. M. M. (2022). Shrinkage Estimation in Restricted Elliptical Regression Models. Journal of the Iranian Statistical Society, 17(1), 49-61. doi: 10.29252/jirss.17.1.49
MLA
Falah,&. &. , , Arashi,&. , and Tabatabaey,S. M. M. . "Shrinkage Estimation in Restricted Elliptical Regression Models", Journal of the Iranian Statistical Society, 17, 1, 2022, 49-61. doi: 10.29252/jirss.17.1.49
HARVARD
Falah &. &., Arashi &., Tabatabaey S. M. M. (2022). 'Shrinkage Estimation in Restricted Elliptical Regression Models', Journal of the Iranian Statistical Society, 17(1), pp. 49-61. doi: 10.29252/jirss.17.1.49
CHICAGO
&. &. Falah, &. Arashi and S. M. M. Tabatabaey, "Shrinkage Estimation in Restricted Elliptical Regression Models," Journal of the Iranian Statistical Society, 17 1 (2022): 49-61, doi: 10.29252/jirss.17.1.49
VANCOUVER
Falah &. &., Arashi &., Tabatabaey S. M. M. Shrinkage Estimation in Restricted Elliptical Regression Models. JIRSS, 2022; 17(1): 49-61. doi: 10.29252/jirss.17.1.49
Journal of the Iranian Statistical Society