Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4627913 | Applied Mathematics and Computation | 2014 | 8 Pages |
Abstract
In this paper, a restricted r-d class estimator is introduced for the vector of parameters in a linear regression model with linear restrictions. The risk function for the restricted r-d class estimator and restricted principal component regression estimator associated with balanced loss function are given and the comparison of the restricted r-d class estimator and restricted principal component regression estimator associated with balanced loss function is also presented. The performance of the proposed estimators is evaluated by a simulated data set.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jibo Wu,