Examining the restricted estimators

ABSTRACTMSc THESISEXAMINING THE RESTRICTED ESTIMATORSÖzlem BOĞA KOZANDEPARTMENT OF STATISTICSINSTITUTE OF NATURAL AND APPLIED SCIENCESUNIVERSITY OF ÇUKUROVASupervisor: Assoc. Prof. Dr. Selahattin KAÇIRANLARYear: 2006, Pages: 75Jury: Assoc. Prof. Dr. Selahattin KAÇIRANLARProf. Dr. Sadullah SAKALLIOĞLUAssist. Prof. Dr. Ahmet TEMİZYÜREKIn this study, estimation under exact or stochastic linear restrictions isexamined. For this purpose, in the first and the second chapters, required theorems ofmatrix theory and exact and stochastic restrictions are given respectively. In thefollowing chapters comparisons of two biased estimators according to MSE criterion,which is based on the theorems mentioned in the previous chapters, are given.In the last chapter, after the study of weakly (R,r)-unbiasedness, optimalestimators, under weakened linear restrictions including the comparisons of theseestimators, are examined.Key Words: Linear restrictions, Matrix of variance-covariance, MSECriterion, Restricted Least Square Estimator, Weakly (R,r)-unbiasedness.II