A New Ridge Estimator in Linear Measurement Error Model with Stochastic Linear Restrictions

被引：12

作者：

Ghapani, F. ^{[1
]}

Babadi, B. ^{[2
]}

机构：

[1] Islamic Azad Univ, Shoushtar Branch, Dept Math & Stat, Shoushtar, Iran

[2] Shahid Chamran Univ Ahvaz, Dept Stat, Ahvaz, Iran

来源：

JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY | 2016年 / 15卷 / 02期

关键词：

Mean squared error matrix; Mixed estimator; Mixed ridge estimator;

D O I：

10.18869/acadpub.jirss.15.2.87

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, a new ridge-type estimator is proposed and termed as the new mixed ridge estimator (NMRE) which is obtained by unifying the sample and prior information in linear measurement error model with additional stochastic linear restrictions. The new estimator is a generalization of the mixed estimator (ME) and ridge estimator (RE). The performances of this new estimator and mixed ridge estimator (MRE) with respect to the ME are examined under the criterion of mean squared error matrix. Finally, a numerical example and a Monte Carlo simulation are also presented to analyze.

引用

页码：87 / 103

页数：17

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