The weighted ridge estimator in stochastic restricted linear measurement error models

被引：0
作者：
F. Ghapani
A. R. Rasekh
B. Babadi
机构：
[1] Shoushtar Branch,Department of Mathematics and Statistics
[2] Islamic Azad University,Department of Statistics
[3] Shahid Chamran University of Ahvaz,undefined
来源：
Statistical Papers | 2018年 / 59卷
关键词：
Mean squared error matrix; Mixed ridge estimator; Ridge estimator; Weighted mixed estimator; Weighted mixed ridge estimator;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we introduce the mixed ridge estimator (MRE) in linear measurement error models with stochastic linear restrictions and present the method of weighted mixed ridge estimation, which permits to assign possibly unequal weights to the prior information in relation to the sample information. The performance of the weighted mixed ridge estimator (WMRE) against the weighted mixed estimator (WME) is examined in terms of the mean squared error matrix (MSEM) of estimators. Finally, a simulation study and a numerical example are also given to show the theoretical results.
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页码：709 / 723
页数：14
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