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On the Stochastic Restricted r‐k Class Estimator and Stochastic Restricted r‐d Class Estimator in Linear Regression Model

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  • Jibo Wu

Abstract

The stochastic restricted r‐k class estimator and stochastic restricted r‐d class estimator are proposed for the vector of parameters in a multiple linear regression model with stochastic linear restrictions. The mean squared error matrix of the proposed estimators is derived and compared, and some properties of the proposed estimators are also discussed. Finally, a numerical example is given to show some of the theoretical results.

Suggested Citation

  • Jibo Wu, 2014. "On the Stochastic Restricted r‐k Class Estimator and Stochastic Restricted r‐d Class Estimator in Linear Regression Model," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).
    • Handle: RePEc:wly:jnljam:v:2014:y:2014:i:1:n:173836
    DOI: 10.1155/2014/173836
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    References listed on IDEAS

    as
    1. Jibo Wu, 2013. "On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-7, December.
    2. Yalian Li & Hu Yang, 2010. "A new stochastic mixed ridge estimator in linear regression model," Statistical Papers, Springer, vol. 51(2), pages 315-323, June.
    3. Jibo Wu, 2013. "On the Performance of Principal Component Liu‐Type Estimator under the Mean Square Error Criterion," Journal of Applied Mathematics, John Wiley & Sons, vol. 2013(1).
    4. Chaolin Liu & Hu Yang & Jibo Wu, 2013. "On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-10, April.
    5. Chaolin Liu & Hu Yang & Jibo Wu, 2013. "On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression," Journal of Applied Mathematics, John Wiley & Sons, vol. 2013(1).
    6. M. Hubert & P. Wijekoon, 2006. "Improvement of the Liu estimator in linear regression model," Statistical Papers, Springer, vol. 47(3), pages 471-479, June.
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    Cited by:

    1. Chaolin Liu & Haina Jiang & Xinhui Shi & Donglin Liu, 2014. "Two Kinds of Weighted Biased Estimators in Stochastic Restricted Regression Model," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).

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