Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators

作者：Yang Hu; Li Yalian^*; Xu Jianwen

来源：Communications in Statistics - Theory and Methods, 2009, 38(14): 2321-2332.

DOI：10.1080/03610920802531322

• Mean squared error matrix
• Restricted almost unbiased Liu estimator
• Restricted almost unbiased ridge estimator

In this article, we introduce two almost unbiased estimators for the vector of unknown parameters in a linear regression model when additional linear restrictions on the parameter vector are assumed to hold. Superiority of the two estimators under the mean squared error matrix (MSEM) is discussed. Furthermore, a numerical example and simulation study are given to illustrate some of the theoretical results.

• 出版日期2009
• 单位重庆大学