LI Wen, LIN Jugan. The Generalized Shrunken Estimaters of the Parameters in the Two Seemingly Unrelated Regression System[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(3): 252-258.
Citation:
LI Wen, LIN Jugan. The Generalized Shrunken Estimaters of the Parameters in the Two Seemingly Unrelated Regression System[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(3): 252-258.
LI Wen, LIN Jugan. The Generalized Shrunken Estimaters of the Parameters in the Two Seemingly Unrelated Regression System[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(3): 252-258.
Citation:
LI Wen, LIN Jugan. The Generalized Shrunken Estimaters of the Parameters in the Two Seemingly Unrelated Regression System[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(3): 252-258.
The Generalized Shrunken Estimaters of the Parameters in the Two Seemingly Unrelated Regression System
For the two seemingly unrelated regression system （1.1）, when the design matrix is ill-conditioned, we propose a class of improved estimators - the generalized shrunken estimators. The ad-missibility of the estimators and the comparision among them are studied under the MSE eriterion.
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