Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression ModelReport as inadecuate




Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model - Download this document for free, or read online. Document in PDF available to download.

Journal of Applied Mathematics - Volume 2014 2014, Article ID 654949, 6 pages -

Research ArticleDepartment of Mathematics & KLDAIP, Chongqing University of Arts and Sciences, Chongqing 402160, China

Received 16 February 2014; Accepted 6 April 2014; Published 23 April 2014

Academic Editor: Renat Zhdanov

Copyright © 2014 Jibo Wu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

Batah et al. 2009 combined the unbiased ridge estimator and principal components regression estimator and introduced the modified class estimator. They also showed that the modified class estimator is superior to the ordinary least squares estimator and principal components regression estimator in the mean squared error matrix. In this paper, firstly, we will give a new method to obtain the modified class estimator; secondly, we will discuss its properties in some detail, comparing the modified class estimator to the ordinary least squares estimator and principal components regression estimator under the Pitman closeness criterion. A numerical example and a simulation study are given to illustrate our findings.





Author: Jibo Wu

Source: https://www.hindawi.com/



DOWNLOAD PDF




Related documents