Title: The c-K Class Estimator of Coefficients in Linear Regression Models and its Optimality
Abstract: The c-K class estimator proposed by Zhang Jian-jun is extended to the c-k class estimator in this paper and it is proved that the generalized ridge regression estimators can be improved by applying the idea of James-Stein regression technique.Under the mean square error matrix criterion,a sufficient condition on which the c-K class estimator has an advantage over the least square estimator is presented.The method proposed in this paper provides a technical way to the improvement of the biased estimation.
Publication Year: 2008
Publication Date: 2008-01-01
Language: en
Type: article
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