An unbiased two-parameter estimation with prior information in linear regression model (Q904598)

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An unbiased two-parameter estimation with prior information in linear regression model
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    An unbiased two-parameter estimation with prior information in linear regression model (English)
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    13 January 2016
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    Summary: We introduce an unbiased two-parameter estimator based on prior information and two-parameter estimator proposed by \textit{M. R. Özkale} and \textit{S. Kaçiranlar} [Commun. Stat., Theory Methods 36, No. 4, 707--723 (2007; Zbl 1315.62062)]. Then we discuss its properties and our results show that the new estimator is better than the two-parameter estimator, the ordinary least squares estimator, and explain the almost unbiased two-parameter estimator which is proposed by \textit{J. Wu} and \textit{H. Yang} [Statistics 47, No. 3, 535--545 (2013; Zbl 1327.62415)]. Finally, we give a simulation study to show the theoretical results.
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