Communications in Statistics: Simulation and Computation, 2024 (SCI-Expanded)
In this article, we begin by providing a theoretical comparison between Farebrother’s estimator and the ridge estimator, in terms of the MSE matrix criterion, under three distinct restrictions when (Formula presented.) is random. Additionally, we propose an estimate of parameter (Formula presented.) for Farebrother’s estimator. Subsequently, we present a Monte Carlo simulation experiment to compare Farebrother’s estimator with OLS, RLS, and ridge estimators.