Modified and Restricted r-k Class Estimators


Siray G.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.43, ss.5130-5155, 2014 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 43 Konu: 24
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1080/03610926.2012.744050
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.5130-5155

Özet

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.