Comparison of some estimators under the Pitman's closeness criterion in linear regression model
Summary: \textit{F. Sh. M. Batah} et al. [Commun. Stat., Theory Methods 38, No. 13, 2201--2209 (2009; Zbl 1170.62047)] combined the unbiased ridge estimator and principal components regression estimator and introduced the modified \(r\)-\(k\) class estimator. They also showed that the modified \(r\)-\(k\) class estimator is superior to the ordinary least squares estimator and principal components regression estimator in the mean squared error matrix. In this paper, firstly, we will give a new method to obtain the modified \(r\)-\(k\) class estimator; secondly, we will discuss its properties in some detail, comparing the modified \(r\)-\(k\) class estimator to the ordinary least squares estimator and principal components regression estimator under the Pitman closeness criterion. A numerical example and a simulation study are given to illustrate our findings.
- Comparison of Linear Estimators Using Pitman's Measure of Closeness
- Superiority of a class of linear estimators of regression coefficients under the Pitman closeness criterion
- A Note on Comparison of (Non) Linear Estimators Using Pitman's Measure of Closeness
- Comparison of regression estimators using Pitman measures of nearness.
- Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion
- Linear estimators under Pitman nearness criterion
- A note on Pitman's measure of closeness with balanced loss function
- Combining Unbiased Ridge and Principal Component Regression Estimators
- Comparison of regression estimators using Pitman measures of nearness.
- Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion
- scientific article; zbMATH DE number 3763055 (Why is no real title available?)
- scientific article; zbMATH DE number 108514 (Why is no real title available?)
- scientific article; zbMATH DE number 1239310 (Why is no real title available?)
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- Pitman closeness of current records for location-scale families
- Pitman closeness of record values to population quantiles
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- The Restricted and Unrestricted Two-Parameter Estimators
- Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
- Unbiased ridge estimation with prior information and ridge trace
- Using Liu-Type Estimator to Combat Collinearity
- The Pitman comparison of unbiased linear estimators
- Linear estimators under Pitman nearness criterion
- PMC theorems on PCR-ridge class estimators
- More on the unbiased ridge regression estimation
- The superiority of a ridge estimator of regression parameters under the Pitman closeness criterion
- The small sample properties of the restricted principal component regression estimator in linear regression model
- Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion
- A comparison of biased regression estimators using a pitman nearness criterion
- Superiority of a class of linear estimators of regression coefficients under the Pitman closeness criterion
- Comparative study for assessing the Pitman’s closeness of predictors based on exponential record data
- Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
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