S. SAKALLIOĞLU, F. AKDENİZ

5476

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

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