Title of article :
On Mathematical Characteristics of some Improved Estimators of the Mean and Variance Components in Elliptically Contoured Models
Author/Authors :
Arashi, M. shahrood university of technology - Department of Mathematics, شاهرود, ايران , Ehsanes Saleh, A. K. Md. Carleton University - School of Mathematics and Statistics, Canada , Tabatabaey, S. M. M. ferdowsi university of mashhad - Faculty of Mathematical Sciences - Department of Statistics, مشهد, ايران
Abstract :
In this paper we treat a general form of location model. It is typically assumed that the error term is distributed according to the law belonging to the class of elliptically contoured distribution. Some sorts of shrinkage estimators of location and scale parameters are proposed and their exact bias and MSE expressions are derived. The performance of the estimators under study are completely analyzed and the condition of superiority of each estimator is studied in details
Keywords :
Elliptically contoured distribution , location model , preliminary test estimator , shrinkage estimator
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
