Generalized Bayes Estimator for Spatial Durbin Model View Full Text


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Article Info

DATE

2021-11-17

AUTHORS

Anoop Chaturvedi, Shalabh, Sandeep Mishra

ABSTRACT

This paper considers the spatial Durbin model and derives generalized Bayes estimator for the regression parameters vector. The minimaxity of the estimator has been established. The simulation study shows that the proposed generalized Bayes estimator has uniformly improved risk properties than the usual OLS estimator.

PAGES

267-285

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s40953-021-00271-x

DOI

http://dx.doi.org/10.1007/s40953-021-00271-x

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1142662719


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