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摘要:
In the case of multicollinearity, biased estimators are always introduced to correct the least squares estimator. In this paper, we propose a new biased estimator for the restricted linear model. The properties of the new estimator and its superiority over the restricted least squares estimator in terms of the mean square error and Pitman closeness criterion are theoretically analysed. Furthermore, we optimize and verify the feasibility of the new estimator using a numerical simulation.
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来源 :
COMPUTATIONAL STATISTICS
ISSN: 0943-4062
年份: 2023
期: 3
卷: 39
页码: 1403-1416
1 . 3 0 0
JCR@2022
ESI学科: MATHEMATICS;
ESI高被引阀值:9
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