چكيده لاتين :
In the linear model y=X(beta) + e with the errors distributed as normal,we obtain generalized least square (GLS), restricted GLS (RGLS), preliminary test (PT), Stein-type shrinkage (S) and positive-rule shrinkage (PRS) estimators for regression vector parameter (beta) when the covariance structure in known. We compare the quadratic risks of the underlying estimators and propose the dominance orders of the five estimators.
