Efficiency of a stochastic restricted two-parameter estimator in linear regression

作者：

Highlights：

• A stochastic restricted two-parameter estimator is proposed.

• The superiority of the new biased estimator over some other estimators is discussed.

• The selections of the biasing parameters are discussed.

摘要

•A stochastic restricted two-parameter estimator is proposed.•The superiority of the new biased estimator over some other estimators is discussed.•The selections of the biasing parameters are discussed.

论文关键词：Multicollinearity,Two-parameter estimator,Matrix mean square error,Stochastic restriction

论文评审过程：Available online 8 November 2014.

论文官网地址：https://doi.org/10.1016/j.amc.2014.10.011