A Small Sigma Asymptomatic Approach Generalized Quasi Minimax  and Mock Minimax Estimators in Linear Regression Model

Author(s)	SYED QAIM AKBAR RIZVI
Country	India
Abstract	In this paper concern with priority two generalized classes of estimators utilizing both types of information apriori and sample, for the estimation of coefficient vector in classical linear regression model in the presence of ellipsoidal Constraints on the parameter vector when the variance of the distribution are unknown. A vectors mean square matrices and weighted quadratic risk are found employing small sigma asymptotic. Some better estimators in the sense of having lesser risk than those of the estimators.
Keywords	small sigma asymptomatic, quasi, mocminimax, regression.
Field	Mathematics > Economy / Commerce
Published In	Volume 6, Issue 6, November-December 2024
Published On	2024-11-09
DOI	https://doi.org/10.36948/ijfmr.2024.v06i06.30142
Short DOI	https://doi.org/g8qtk3

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