Preliminary Test Stochastic Restricted r-k Class Estimator and Preliminary Test Stochastic Restricted r-d Class Estimator in Linear Regression Model
Sivarajah Arumairajan *
Postgraduate Institute of Science, University of Peradeniya, Sri Lanka and Department of Mathematics and Statistics, University of Jaffna, Sri Lanka.
Pushpakanthie Wijekoon
Department of Statistics and Computer Science, University of Peradeniya, Sri Lanka.
*Author to whom correspondence should be addressed.
Abstract
In this study two new preliminary test stochastic restricted estimators, a Preliminary Test stochastic restricted r-k class estimator and a Preliminary Test stochastic restricted r-d class estimator, are proposed. The comparison of one estimator over the other is done in the mean square error matrix sense. Further preliminary test stochastic restricted r-k class estimator is compared with r-k class estimator [1] and stochastic restricted r-k class estimator [2]. Similarly preliminary test stochastic restricted r-d class estimator is compared with r-d class estimator [3] and stochastic restricted r-d class estimator [2]. Finally a numerical example and a Monte Carlo simulation study are done to illustrate the theoretical findings of the proposed estimators.
Keywords: Preliminary test estimator, r-d class estimator, r-k class estimator, mean square error matrix