Shrinkage estimation in spatial autoregressive model

详细信息    查看全文

• 作者：Amresh Bahadur Pal ; Ashutosh Kumar Dubey ; Anoop Chaturvedi ; ^{anoopchaturv@gmail.com" class="auth_mail" title="E-mail the corresponding author}
• 关键词：62J05 ; 62J07
• 刊名：Journal of Multivariate Analysis
• 出版年：2016
• 出版时间：January 2016
• 年：2016
• 卷：143
• 期：Complete
• 页码：362-373
• 全文大小：590 K

文摘

The paper considers spatial econometric model and presents a family of shrinkage estimators for the regression coefficients vector. The asymptotic distribution of the proposed family of estimators has been derived under the assumption that sample size is large. The risk properties of least squares estimator and proposed improved family of estimators have been investigated under quadratic loss function and dominance conditions have been obtained. For investigating the finite sample behavior of various estimators belonging to proposed family of shrinkage estimators, a simulation study has been carried out and results have been presented.