کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145306 1489657 2016 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Shrinkage estimation in spatial autoregressive model
ترجمه فارسی عنوان
برآورد انقباض در مدل خودکفائی فضایی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
چکیده انگلیسی

The paper considers spatial econometric model and presents a family of shrinkage estimators for the regression coefficients vector. The asymptotic distribution of the proposed family of estimators has been derived under the assumption that sample size is large. The risk properties of least squares estimator and proposed improved family of estimators have been investigated under quadratic loss function and dominance conditions have been obtained. For investigating the finite sample behavior of various estimators belonging to proposed family of shrinkage estimators, a simulation study has been carried out and results have been presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 143, January 2016, Pages 362–373
نویسندگان
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