Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
In this article, a family of feasible generalized double k-class estimator in a linear regression model with non-spherical disturbances is considered. The performance of this estimator is judged with feasible generalized least-squares and feasible generalized Stein-rule estimators under balanced loss function using the criteria of quadratic risk and general Pitman closeness. A Monte-Carlo study investigates the finite sample properties of several estimators arising from the family of feasible double k-class estimators.
Year of publication: |
2004
|
---|---|
Authors: | Chaturvedi, Anoop ; Shalabh |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 90.2004, 2, p. 229-256
|
Publisher: |
Elsevier |
Keywords: | Linear regression model Balanced loss function Pitman closeness Double k-class estimator |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Shalabh, (2019)
-
Shalabh, (2021)
-
Shalabh, (2021)
- More ...