Predictive efficiency of improved estimators in restricted regression models |
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| Authors: | M. Dube and V. Singh |
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| Affiliation: | (1) Department of Statistics, M. D. University, 124001 Rohtak, India |
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| Abstract: | Summary This paper considers the predictive efficiency of some improved estimators when there are exact prior restrictions on the coefficients of the linear regression model. A comparative study of various improved estimators in terms of their respective risks is also described. |
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| Keywords: | Ordinary Least Squares Stein-Rule Estimators Exact Prior Information Prediction Predictive Efficiency |
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