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Comparison of regression estimators using Pitman measures of nearness

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Abstract

The paper provides a theoretical result about the performance of any two members of a class of ridge-type estimators of the regression parameter using the criterion of Pitman Measure of Nearness. Based on the result it is possible to establish conditions under which a member of the ridge-type class of estimators is better than the standard least squares estimator in the Pitman-Nearness sense.

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  1. Department of Statistics, Addis Ababa University, P.O. Box 1176, Addis Ababa, Ethiopia

    Eshetu Wencheko

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  1. Eshetu Wencheko
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Wencheko, E. Comparison of regression estimators using Pitman measures of nearness. Statistical Papers 42, 375–386 (2001). https://doi.org/10.1007/s003620100064

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  • DOI: https://doi.org/10.1007/s003620100064

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