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

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