Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion


Ozkale M. R. , Kaciranlar S.

STATISTICS & PROBABILITY LETTERS, cilt.77, ss.438-446, 2007 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 77 Konu: 4
  • Basım Tarihi: 2007
  • Doi Numarası: 10.1016/j.spl.2006.08.012
  • Dergi Adı: STATISTICS & PROBABILITY LETTERS
  • Sayfa Sayıları: ss.438-446

Özet

Kaciranlar, and Sakalhoglu, [2001. Combining the Liu estimator and the principal component regression estimator. Comm. Statist. Theory Methods 30, 2699-2705] introduced the r-d class estimator which is a general estimator of the ordinary least squares (OLS), the principal components regression (PCR) and the Liu estimators. In this paper, we derive conditions for the superiority of the r-d class estimator over each of these estimators and the r-k class estimator by the matrix mean square error (MMSE) criterion. Also, we suggest tests to verify if these conditions arc indeed satisfied. (c) 2006 Elsevier B.V. All rights reserved.

Kaciranlar, and Sakalhoglu, [2001. Combining the Liu estimator and the principal component regression estimator. Comm. Statist. Theory Methods 30, 2699-2705] introduced the r-d class estimator which is a general estimator of the ordinary least squares (OLS), the principal components regression (PCR) and the Liu estimators. In this paper, we derive conditions for the superiority of the r-d class estimator over each of these estimators and the r-k class estimator by the matrix mean square error (MMSE) criterion. Also, we suggest tests to verify if these conditions arc indeed satisfied.