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Efficiency properties of some improved estimators in linear regression models under Pitman closeness criterion
by
Madhulika Dube
Department of Statistics, M.D.University, Rohtak
Pitman Measure of Closeness, in recent years, has received enormous attention and has emerged as the one of the alternative comparison criterion of performance of competing estimators. In this article, efficiency properties of a family of improved estimators in a linear regression model that combines sample information with that of non sample information have been studied using Pitman’s Measure of Closeness. Performance properties of estimators are compared under balanced loss function using General Pitman closeness criterion when the error distribution is not necessarily normal. Attempts have also been made to obtain the conditions leading to a region of preference of one estimator over another competing estimator thus obtaining dominance conditions.
Date received: March 13, 2007
Copyright © 2007 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 # caul-41.