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On the Stochastic Restricted Class Estimator and Stochastic Restricted Class Estimator in Linear Regression Model

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  • Jibo Wu

Abstract

The stochastic restricted class estimator and stochastic restricted class estimator are proposed for the vector of parameters in a multiple linear regression model with stochastic linear restrictions. The mean squared error matrix of the proposed estimators is derived and compared, and some properties of the proposed estimators are also discussed. Finally, a numerical example is given to show some of the theoretical results.

Suggested Citation

  • Jibo Wu, 2014. "On the Stochastic Restricted Class Estimator and Stochastic Restricted Class Estimator in Linear Regression Model," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-6, January.
    • Handle: RePEc:hin:jnljam:173836
    DOI: 10.1155/2014/173836
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