Modified and Restricted r-k Class Estimators

Gülesen Üstündağ Şiray

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 24, 5130-5155

Abstract: In this article, we introduce the modified r-k class estimator and the restricted r-k class estimator. We compare the performances of the new estimators to the r-k class estimator with respect to the matrix mean square error (MSE) criterion. As a special case of the restricted r-k class estimator, we obtain the restricted principal components regression (RPCR) estimator. Finally, we conduct a Monte Carlo simulation study and a numerical example to investigate the performances of the proposed estimators by the scalar mean square error (mse) criterion.

Date: 2014
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DOI: 10.1080/03610926.2012.744050

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