Abstract:

A new class of s-K estimators, called the modified s-K estimators was proposed based on the prior information for the parameter vector in a linear model. The necessary and sufficient conditions that the new estimators are respectively superior to the least squares estimator, ridge estimators, Stein estimators and s-K estimators were obtained.

Key words: the least squares estimator, ridge estimators, Stein estimators, s-K estimators, modified s-K estimators