Estimation of parameters of parallelism model with elliptically distributed errors |
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Authors: | M Arashi A K Md E Saleh S M M Tabatabaey |
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Institution: | (1) Department of Mathematics and Statistics, La Trobe University, Victoria, 3086, Australia |
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Abstract: | In this paper we consider some improved estimators of the intercept and slope parameters in a parallelism model with errors
belonging to a sub-class of elliptically contoured distributions. We derive the exact bias, MSE matrices and quadratic risk
expressions for these estimators. It is shown that the dominance properties of these estimators are the same as under normal
theory. Further, it is shown that the shrinkage factor of the Stein estimators is robust with respect to the regression parameters
and unknown mixing distributions. |
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Keywords: | |
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