مشخصات پژوهش

صفحه نخست /Restricted Stein-rule ...
عنوان Restricted Stein-rule estimation in ultrastructural linear measurement error models
نوع پژوهش مقاله چاپ‌شده در مجلات علمی
کلیدواژه‌ها Measurement error,Restricted regression,Stein-rule estimator,Ultrastructural model
چکیده We consider a multivariate ultrastructural measurement error model when some information on regression coefficients is available in the form of linear restriction. We propose Stein-rule estimation for the regression coefficients. Without any assumption about the distribution for the random components, the asymptotic risk under a specific quadratic loss function is studied and a sufficient condition for the dominance of the proposed estimator over a consistent estimator. We also carry out a simulation study to demonstrate the finite sample properties of the estimators.
پژوهشگران امید خادم نوع (نفر اول)، هادی امامی (نفر دوم)