In this paper, we propose a stochastic restricted s-K estimator in the linear model with additional stochastic linear restrictions by combining the ordinary mixed estimator （OME） with the s-K estimator. It is shown ...In this paper, we propose a stochastic restricted s-K estimator in the linear model with additional stochastic linear restrictions by combining the ordinary mixed estimator （OME） with the s-K estimator. It is shown that the proposed estimator is superior to the OME and the s-K estimator under the mean squared error matrix criterion under some conditions. Finally, a numerical example and a Monte Carlo simulation study are given to verify the theoretical results.展开更多
基金Supported by the National Natural Science Foundation of China(Grant No.11201005)the Natural Science Foundation of Anhui Province(Grant No.1308085QA13)+1 种基金the Key Project of Distinguished Young Talents of Universities in Anhui Province(Grant No.2012SQRL028ZD)the Key Project of Natural Science Foundation of Universities in Anhui Province(Grant No.KJ2012A135)
文摘In this paper, we propose a stochastic restricted s-K estimator in the linear model with additional stochastic linear restrictions by combining the ordinary mixed estimator （OME） with the s-K estimator. It is shown that the proposed estimator is superior to the OME and the s-K estimator under the mean squared error matrix criterion under some conditions. Finally, a numerical example and a Monte Carlo simulation study are given to verify the theoretical results.
