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Research Article Open access CC BY 4.0

Preliminary Test Stochastic Restricted r-k Class Estimator and Preliminary Test Stochastic Restricted r-d Class Estimator in Linear Regression Model

Sivarajah Arumairajan, Pushpakanthie Wijekoon

Journal of Advances in Mathematics and Computer Science · pp. 204–227 · Published 29 Oct 2014

10.9734/BJMCS/2015/13781

Abstract

In this study two new preliminary test stochastic restricted estimators, a Preliminary Test stochastic restricted r-k class estimator and a Preliminary Test stochastic restricted r-d class estimator, are proposed. The comparison of one estimator over the other is done in the mean square error matrix sense. Further preliminary test stochastic restricted r-k class estimator is compared with r-k class estimator [1] and stochastic restricted r-k class estimator [2]. Similarly preliminary test stochastic restricted r-d class estimator is compared with r-d class estimator [3] and stochastic restricted r-d class estimator [2]. Finally a numerical example and a Monte Carlo simulation study are done to illustrate the theoretical findings of the proposed estimators.

Preliminary test estimator r-d class estimator r-k class estimator mean square error matrix

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