Journal of the Iranian Statistical Society, Volume (17), No (1), Year (2018-6) , Pages (49-61)

Title : ( Shrinkage Estimation in Restricted Elliptical Regression Model )

Authors: reza fallah , Mohammad Arashi , Mohammad Mehdi Tabatabaey Mashhadi ,
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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.

Keywords

, Approximate risk, Elliptically contoured distribution, Linear regression model, Restricted estimator, Shrinkage estimator‎.