On the Stochastic Restrictedr-kClass Estimator and Stochastic Restrictedr-dClass Estimator in Linear Regression Model
Author(s) -
Jibo Wu
Publication year - 2014
Publication title -
journal of applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.307
H-Index - 43
eISSN - 1687-0042
pISSN - 1110-757X
DOI - 10.1155/2014/173836
Subject(s) - estimator , linear regression , mean squared error , mathematics , computer science , statistics , algorithm
The stochastic restricted r-k class estimator and stochastic restricted r-d class estimator are proposed for the vector of parameters in a multiple linear regression model with stochastic linear restrictions. The mean squared error matrix of the proposed estimators is derived and compared, and some properties of the proposed estimators are also discussed. Finally, a numerical example is given to show some of the theoretical results
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