کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146507 957514 2012 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
چکیده انگلیسی

This paper considers a general family of Stein rule estimators for the coefficient vector of a linear regression model with nonspherical disturbances, and derives estimators for the Mean Squared Error (MSE) matrix, and risk under quadratic loss for this family of estimators. The confidence ellipsoids for the coefficient vector based on this family of estimators are proposed, and the performance of the confidence ellipsoids under the criterion of coverage probability and expected volumes is investigated. The results of a numerical simulation are presented to illustrate the theoretical findings, which could be applicable in the area of economic growth modeling.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 104, Issue 1, February 2012, Pages 140–158
نویسندگان
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