Modified and Restricted r-k Class Estimators


Siray G.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.43, no.24, pp.5130-5155, 2014 (Peer-Reviewed Journal) identifier identifier

  • Publication Type: Article / Article
  • Volume: 43 Issue: 24
  • Publication Date: 2014
  • Doi Number: 10.1080/03610926.2012.744050
  • Journal Name: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Journal Indexes: Science Citation Index Expanded, Scopus
  • Page Numbers: pp.5130-5155

Abstract

In this article, we introduce the modified r-k class estimator and the restricted r-k class estimator. We compare the performances of the new estimators to the r-k class estimator with respect to the matrix mean square error (MSE) criterion. As a special case of the restricted r-k class estimator, we obtain the restricted principal components regression (RPCR) estimator. Finally, we conduct a Monte Carlo simulation study and a numerical example to investigate the performances of the proposed estimators by the scalar mean square error (mse) criterion.