Title : ( A note on double K-class estimators under elliptical symmetry )
Authors: Mohammad Mehdi Tabatabaey Mashhadi , Mohammad Arashi ,
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Abstract
in this paper estimation of the regression vector parameter in the multiple regression model y=Xbeta+e is considered, when the error term belongs to the class of elliptically contoured distribution (ECD) say, e~EC(mu,sigma^2V,psi) where sigma^2 is unknown and V is a symmetric p.d. known matrix with the characteristic generator psi. It is well-known that UMVU estimator of beta has the form (X\\\\\\\'V^{-1}X)^{-1}X\\\\\\\'V^{-1}y. In this paper using integral sereis representation of ECDs, the dominance condition of the double k-class estimators over UMVUE have been derived under weighted quadratic loss function.
Keywords
, Double k-class, Elliptically contoured distributions, Inverse Laplace transform, Wight function, Quadratic loss function.
@article{paperid:1009442,
author = {Tabatabaey Mashhadi, Mohammad Mehdi and Arashi, Mohammad},
title = {A note on double K-class estimators under elliptical symmetry},
journal = {Journal of Statistical Research},
year = {2008},
volume = {42},
number = {1},
month = {April},
issn = {0256-422X},
pages = {75--83},
numpages = {8},
keywords = {Double k-class; Elliptically contoured distributions; Inverse Laplace transform; Wight function; Quadratic loss function.},
}
%0 Journal Article
%T A note on double K-class estimators under elliptical symmetry
%A Tabatabaey Mashhadi, Mohammad Mehdi
%A Arashi, Mohammad
%J Journal of Statistical Research
%@ 0256-422X
%D 2008
