Efficiency of an almost unbiased two-parameter estimator in linear regression model

被引：24

作者：

Wu, Jibo ^{[1
]}

Yang, Hu ^{[1
]}

机构：

[1] Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China

来源：

STATISTICS | 2013年 / 47卷 / 03期

关键词：

almost unbiased two-parameter estimator; multicollinearity; mean-squared error; two-parameter estimator; 62J05; 62J07; RIDGE-TYPE ESTIMATORS;

D O I：

10.1080/02331888.2011.605891

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper deals with parameter estimation in the linear regression model and an almost unbiased two-parameter estimator is introduced. The performance of this new estimator over the ordinary least-squares estimator and the two-parameter estimator [M.R. ozkale and S. Kaciranlar, The restricted and unrestricted two-parameter estimator, Comm. Statist. Theory Methods 36 (2007), pp. 27072725] in terms of scalar mean-squared error criterion is investigated and a simulation study is done.

引用

页码：535 / 545

页数：11

共 50 条

[1] On the restricted almost unbiased two-parameter estimator in linear regression model
Huang, Hua
Wu, Jibo
Yi, Wende
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (04) : 1668 - 1678
[2] On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors
Chang, Xinfeng
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (03) : 583 - 600
[3] Modifed almost unbiased two-parameter estimator for the Poisson regression model with an application to accident data
Alheety, Mustafa I.
Qasim, Muhammad
Mansson, Kristofer
Kibria, B. M. Golam
SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS, 2021, 45 (02) : 121 - 142
[4] Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
Akdeniz, Fikri
Roozbeh, Mahdi
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (24) : 12259 - 12280
[5] Efficiency of a stochastic restricted two-parameter estimator in linear regression
Li, Yalian
Yang, Hu
APPLIED MATHEMATICS AND COMPUTATION, 2014, 249 : 371 - 381
[6] A Modified New Two-Parameter Estimator in a Linear Regression Model
Lukman, Adewale F.
Ayinde, Kayode
Kun, Sek Siok
Adewuyi, Emmanuel T.
MODELLING AND SIMULATION IN ENGINEERING, 2019, 2019
[7] A Stochastic Restricted Two-Parameter Estimator in Linear Regression Model
Yang, Hu
Cui, Juan
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (13) : 2318 - 2325
[8] A New Two-Parameter Estimator in Linear Regression
Yang, Hu
Chang, Xinfeng
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2010, 39 (06) : 923 - 934
[9] An Unbiased Two-Parameter Estimation with Prior Information in Linear Regression Model
Wu, Jibo
SCIENTIFIC WORLD JOURNAL, 2014,
[10] On modified unbiased two-parameter estimator
Lattef, Mustafa Nadhim
Alheety, Mustafa I.
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023, 52 (07) : 2843 - 2864

← 1 2 3 4 5 →