Arashi

Authors

  • S. M. M. Tabatabaey
  • M. Arashi

Keywords:

Double k-class estimators, Elliptically contoured distributions, Inverse Laplace transform, Weight function, Quadratic loss function.

Abstract

In this paper, estimation of the regression vector parameter in the multiple regression
model y = X + is considered, when the error term belongs to the
class of elliptically contoured distributions (ECD), say, ECn(0; 2V ; ),
where 2 is unknown and V is a symmetric p.d known matrix with the characteristic
generator . It is well-known that UMVU estimator of has the
form (X0V

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Issue

Vol. 42 No. 1 (2008)

Section

Articles