受限椭圆回归模型的收缩估计

IF 0.1 Q4 STATISTICS & PROBABILITY

JIRSS-Journal of the Iranian Statistical Society Pub Date : 2018-06-01 DOI:10.29252/JIRSS.17.1.49

Reza Falah, M. Arashi, S. M. M. Tabatabaey

{"title":"受限椭圆回归模型的收缩估计","authors":"Reza Falah, M. Arashi, S. M. M. Tabatabaey","doi":"10.29252/JIRSS.17.1.49","DOIUrl":null,"url":null,"abstract":". In the restricted elliptical linear model, an approximation for the risk of a general shrinkage estimator of the regression vector-parameter is given. Superiority condition of the shrinkage estimator over the restricted estimator is investigated under the elliptical assumption. It is evident from numerical results that the shrinkage estimator performs better than the unrestricted one in the multivariate t-regression model.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":" ","pages":""},"PeriodicalIF":0.1000,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Shrinkage Estimation in Restricted Elliptical Regression Model\",\"authors\":\"Reza Falah, M. Arashi, S. M. M. Tabatabaey\",\"doi\":\"10.29252/JIRSS.17.1.49\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". In the restricted elliptical linear model, an approximation for the risk of a general shrinkage estimator of the regression vector-parameter is given. Superiority condition of the shrinkage estimator over the restricted estimator is investigated under the elliptical assumption. It is evident from numerical results that the shrinkage estimator performs better than the unrestricted one in the multivariate t-regression model.\",\"PeriodicalId\":42965,\"journal\":{\"name\":\"JIRSS-Journal of the Iranian Statistical Society\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.1000,\"publicationDate\":\"2018-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"JIRSS-Journal of the Iranian Statistical Society\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.29252/JIRSS.17.1.49\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"JIRSS-Journal of the Iranian Statistical Society","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.29252/JIRSS.17.1.49","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}

引用次数: 2

摘要

．在受限椭圆线性模型中，给出了回归向量-参数的一般收缩估计量的风险近似。在椭圆假设下，研究了收缩估计量优于受限估计量的条件。数值结果表明，在多元t回归模型中，收缩估计器的性能优于不受限制的收缩估计器。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Shrinkage Estimation in Restricted Elliptical Regression Model

. In the restricted elliptical linear model, an approximation for the risk of a general shrinkage estimator of the regression vector-parameter is given. Superiority condition of the shrinkage estimator over the restricted estimator is investigated under the elliptical assumption. It is evident from numerical results that the shrinkage estimator performs better than the unrestricted one in the multivariate t-regression model.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

JIRSS-Journal of the Iranian Statistical Society STATISTICS & PROBABILITY-

CiteScore

1.50

自引率

0.00%

发文量