Arashi, M. and Tabatabaey, S. M. M. and Khan, Shahjahan (2008) Estimation in multiple regression model with elliptically contoured errors under MLINEX loss. Journal of Applied Probability and Statistics, 3 (1). pp. 2335. ISSN 19306792

Text (Published Version  Abstract)
Arashi_Tabatabaey_Khan.pdf Download (152Kb) 
Official URL: http://japs.isoss.net/isoss01a.pdf
Abstract
This paper considers estimation of the regression vector of the multiple regression model with elliptically symmetric contoured errors. The generalized least square (GLS), restricted GLS and preliminary test (PT) estimators for regression parameter vector are obtained. The performances of the estimators are studied under multiparameter linear exponential loss function (MLINEX), and the dominance order of the estimators are given.
Statistics for this ePrint Item 
Item Type:  Article (Commonwealth Reporting Category C) 

Refereed:  Yes 
Item Status:  Live Archive 
Additional Information:  © 2008 ISOSS Publications. Selected Papers from the 9th Islamic Countries Conference on Statistical Sciences (ICCSIX). Deposited with blanket permission of publisher. 
Faculty / Department / School:  Historic  Faculty of Sciences  Department of Maths and Computing 
Date Deposited:  03 Sep 2008 04:25 
Last Modified:  29 Oct 2014 23:30 
Uncontrolled Keywords:  elliptically contoured distribution; GLS estimator; prelim inary test estimator; MLINEX loss function; moment generating function 
Fields of Research :  01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory 01 Mathematical Sciences > 0101 Pure Mathematics > 010107 Mathematical Logic, Set Theory, Lattices and Universal Algebra 01 Mathematical Sciences > 0101 Pure Mathematics > 010101 Algebra and Number Theory 
SocioEconomic Objective:  E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences 
URI:  http://eprints.usq.edu.au/id/eprint/4367 
Actions (login required)
Archive Repository Staff Only 