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Turkish Journal of Mathematics

DOI

-

Abstract

Trenkler [13] described an iteration estimator. This estimator is defined as follows: for $0 < \gamma < 1/\lambda_i \max$ \[ \hat{\beta}_{m, \gamma} = \gamma \sum^m_{i=0} (1-\gamma X'X)^i X'y , \] where $\lambda_i$ are eigenvalues of $X'X$. In this paper a new estimator (generalized inverse estimator) is introduced based on the results of Tewarson [11]. A sufficient condition for the difference of mean square error matrices of least squares estimator and generalized inverse estimator to be positive definite (p.d.) is derived.

First Page

77

Last Page

84

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