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Statistical Papers

, Volume 58, Issue 3, pp 729–747 | Cite as

The generalized preliminary test estimator when different sets of stochastic restrictions are available

  • Sivarajah ArumairajanEmail author
  • Pushpakanthie Wijekoon
Regular Article
  • 131 Downloads

Abstract

Arumairajan and Wijekoon (Commun Stat—Theor Methods, in press, 2014) proposed a generalized preliminary test stochastic restricted estimator (GPTSRE) to represent the preliminary test estimators when stochastic restrictions are available in addition to sample model. The aim of this paper is to define the GPTSRE when two different sets of competing stochastic restrictions are available. Moreover the conditions for superiority of GPTSRE based on one stochastic restriction over the other are derived with respect to mean square error (MSE) matrix criterion. Furthermore the estimator GPTSRE is theoretically compared with almost unbiased ridge estimator and almost unbiased Liu estimator in the MSE matrix sense. Finally a Monte Carlo simulation study and numerical example are done to illustrate the theoretical findings.

Keywords

Stochastic restrictions Generalized preliminary test stochastic restricted estimator Mean square error matrix 

Mathematics Subject Classification

Primary 62J07 Secondary 62F03 

Notes

Acknowledgments

The authors are grateful to the anonymous referees and the Editor for their valuable comments and suggestions which helped to improve the quality of the article. We also thank the Postgraduate Institute of Science, University of Peradeniya, Sri Lanka for providing all facilities to do this research.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  • Sivarajah Arumairajan
    • 1
    • 2
    Email author
  • Pushpakanthie Wijekoon
    • 3
  1. 1.Postgraduate Institute of ScienceUniversity of PeradeniyaPeradeniyaSri Lanka
  2. 2.Department of Mathematics and Statistics, Faculty of ScienceUniversity of JaffnaJaffnaSri Lanka
  3. 3.Department of Statistics & Computer Science, Faculty of ScienceUniversity of PeradeniyaPeradeniyaSri Lanka

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