کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10524700 | 957594 | 2005 | 28 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Improved estimation of regression parameters in measurement error models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The problem of simultaneous estimation of the regression parameters in a multiple regression model with measurement errors is considered when it is suspected that the regression parameter vector may be the null-vector with some degree of uncertainty. In this regard, we propose two sets of four estimators, namely, (i) the unrestricted estimator, (ii) the preliminary test estimator, (iii) the Stein-type estimator and (iv) the postive-rule Stein-type estimator. In an asymptotic setup, properties of these estimators are studied based on asymptotic distributional bias, MSE matrices, and risks under a quadratic loss function. In addition to the asymptotic dominance of the Stein-type estimators, the paper contains discussion of dominating confidence sets based on the Stein-type estimation. Asymptotic analysis is considered based on a sequence of local alternatives to obtain the desired results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 95, Issue 2, August 2005, Pages 273-300
Journal: Journal of Multivariate Analysis - Volume 95, Issue 2, August 2005, Pages 273-300
نویسندگان
H.M. Kim, A.K.Md.Ehsanes Saleh,