Title: Modified and Restricted r-k Class Estimators
Abstract: AbstractIn 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.Keywords: Modified r-k class estimatorRestricted r-k class estimatorRestricted principal components regression estimatorRestricted ridge regression estimatorModified ridge regression estimatorMathematics Subject Classification: 62J0562J07 AcknowledgmentThe author wishes to thank the referees for their suggestions which helped to improve the quality of the article.
Publication Year: 2014
Publication Date: 2014-11-21
Language: en
Type: article
Indexed In: ['crossref']
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