COMPARING RISKS OF ESTIMATORS IN MULTIPLE REGRESSION MODEL WITH MULTIVARIATE TERRORS

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ARASHI MOHAMMAD; TABATABAEI S.M.M.

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Journal: JOURNAL OF STATISTICAL SCIENCES Year:2008 | Volume:1 | Issue:2 Page(s): 95-108

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Information Journal Paper

Title

COMPARING RISKS OF ESTIMATORS IN MULTIPLE REGRESSION MODEL WITH MULTIVARIATE TERRORS

Author(s)

ARASHI MOHAMMAD | TABATABAEI S.M.M. | Issue Writer Certificate

Keywords

GENERALIZED LEAST SQUARE ESTIMATORQ4

RESTRICTED GENERALIZED LEAST SQUARE ESTIMATORQ4

SHRINKAGE ESTIMATORQ4

INVERSE WISHART DISTRIBUTIONQ4

Abstract

In this paper, we obtain the generalized least square, restricted generalized least square and SHRINKAGE ESTIMATORs for the regression vector parameter assuming that the errors have multivariate t distribution. Also we calculate their quadratic risks and propose the dominance order of the underlying estimators.

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APA: Copy

ARASHI, MOHAMMAD, & TABATABAEI, S.M.M.. (2008). COMPARING RISKS OF ESTIMATORS IN MULTIPLE REGRESSION MODEL WITH MULTIVARIATE TERRORS. JOURNAL OF STATISTICAL SCIENCES, 1(2), 95-108. SID. https://sid.ir/paper/124105/en

Vancouver: Copy

ARASHI MOHAMMAD, TABATABAEI S.M.M.. COMPARING RISKS OF ESTIMATORS IN MULTIPLE REGRESSION MODEL WITH MULTIVARIATE TERRORS. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2008;1(2):95-108. Available from: https://sid.ir/paper/124105/en

IEEE: Copy

MOHAMMAD ARASHI, and S.M.M. TABATABAEI, “COMPARING RISKS OF ESTIMATORS IN MULTIPLE REGRESSION MODEL WITH MULTIVARIATE TERRORS,” JOURNAL OF STATISTICAL SCIENCES, vol. 1, no. 2, pp. 95–108, 2008, [Online]. Available: https://sid.ir/paper/124105/en

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