Two kinds of restricted modified estimators in linear regression model
In this paper, we introduce two kinds of new restricted estimators called restricted modified Liu estimator and restricted modified ridge estimator based on prior information for the vector of parameters in a linear regression model with linear restrictions. Furthermore, the performance of the proposed estimators in mean squares error matrix sense is derived and compared. Finally, a numerical example and a Monte Carlo simulation are given to illustrate some of the theoretical results.
Year of publication: |
2011
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Authors: | Li, Yalian ; Yang, Hu |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 38.2011, 7, p. 1447-1454
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Publisher: |
Taylor & Francis Journals |
Saved in:
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