Preliminary Test Stochastic Restricted r-k Class Estimator and Preliminary Test Stochastic Restricted r-d Class Estimator in Linear Regression Model

Abstract

In this study two new preliminary test stochastic restricted estimators, a Preliminary Test stochastic restricted r-k class estimator and a Preliminary Test stochastic restricted r-d class estimator, are proposed. The comparison of one estimator over the other is done in the mean square error matrix sense. Further preliminary test stochastic restricted r-k class estimator is compared with r-k class estimator [1] and stochastic restricted r-k class estimator [2]. Similarly preliminary test stochastic restricted r-d class estimator is compared with r-d class estimator [3] and stochastic restricted r-d class estimator [2]. Finally a numerical example and a Monte Carlo simulation study are done to illustrate the theoretical findings of the proposed estimators.