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Far East Journal of Theoretical Statistics

Far East Journal of Theoretical Statistics
Volume 53, Issue 3, Pages 161 - 166 (May 2017)
http://dx.doi.org/10.17654/TS053030161

ON TWO-PARAMETER ESTIMATOR IN A LINEAR REGRESSION MODEL

Daoqing Zhou and Jibo Wu

Abstract:

The paper presents a theoretical result about the performance of two-parameter estimator and ordinary least squares estimator of the regression parameter using the Pitman’s closeness criterion.

Keywords and phrases:

Pitman’s closeness criterion, two-parameter estimator.

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