Concentration probability criterion and generalised classes of estimators in restricted regresion model
by
S. Qaim Akbar
Shia P.G. College, Lucknow University, India

This is an attempt to study two generalized families of estimators of regression coefficients from the literature in the linear regression model under exact linear constraints of parameter vector when the criterion of choice of estimators is taken to be concentration probability of estimator around the true parameter. Following small sigma asymptotic approach, the sampling distributions and the concentration probabilities of two generalised families of estimators or derive and the efficiency of two families is discused with respect to criterion of concentration probability.

Date received: June 20, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cagu-03.