S. SAKALLIOĞLU, F. AKDENİZ

5578

Generalized Inverse Estimator and comparison with Least Squares Estimator

Trenkler [13] described an iteration estimator. This estimator is defined as follows: for 0 < g < 1/li \max \[ \hat{b}m, g = g \summi=0 (1-g X'X)i X'y , \] where li are eigenvalues of X'X. In this paper a new estimator (generalized inverse estimator) is introduced based on the results of Tewarson [11]. A sufficient condition for the difference of mean square error matrices of least squares estimator and generalized inverse estimator to be positive definite (p.d.) is derived.

Anahtar Kelimeler:

Turk. J. Math., 22, (1998), 77-84. Full text: pdf Other articles published in the same issue: Turk. J. Math., vol.22, iss.1.

Generalized Inverse Estimator and comparison with Least Squares Estimator

Trenkler [13] described an iteration estimator. This estimator is defined as follows: for 0 < g < 1/li \max \[ \hat{b}m, g = g \summi=0 (1-g X'X)i X'y , \] where li are eigenvalues of X'X. In this paper a new estimator (generalized inverse estimator) is introduced based on the results of Tewarson [11]. A sufficient condition for the difference of mean square error matrices of least squares estimator and generalized inverse estimator to be positive definite (p.d.) is derived.

Keywords:

Turk. J. Math., 22, (1998), 77-84. Full text: pdf Other articles published in the same issue: Turk. J. Math., vol.22, iss.1.,

Turkish Journal of Mathematics-Cover

ISSN: 1300-0098
Yayın Aralığı: 6
Yayıncı: TÜBİTAK

Arşiv

Sayıdaki Diğer Makaleler

Cahit Arf' s contribution to algebraic number theory and related fields

Masatoshi Gündüz IKEDA

A Berry-Esseen Bound for Empty Boxes Statistic on the Scheme an Allocations of Several Type Balls

S. A. MIRAKHMEDOV, O. SAIDOVA

The Tachibana Operator and Transfer of Lifts

Abdullah MAĞDEN, Arif A. SALIMOV, Muhammet KAMALİ

Finite direct sums of (D1)- modules

The Non Uniform Bounds of Remainder Term in CLT for the Sum of Functions of Uniform Spacings

Sherzod MIRAKHMEDOV, Utkur KALANDAROV

Timelike Ruled Surfaces in the Minkowski 3-Space-II

A. TURGUT, H.H. HACISALİHOĞLU

About Some Classical Functional Equations

On derived equivalences and local structure of blocks of finite groups

Markus LINCKELMANN

On a Certain Subclass of Analytic Functions with Negative Cefficients