Two jackknife estimators for the signal and comparison of their performance by a Monte Carlo simulation

  • Temesgen Zewotir Department of Statistics and Demography National University of Lesotho, Roma, Lesotho
  • Eshetu Wencheko Department of Statistics, Faculty of Science Addis Ababa University, PO Box 1176, Addis Ababa, Ethiopia
Keywords: Jackknife estimators, mean square error, non negative minimum biased estimator, naive estimator, pseudo-values

Abstract



ABSTRACT: The paper introduces two jackknife estimators of the signal. The mean square errors of the proposed estimators and two other estimators of the signal are studied by simulation. The results of the study show that in designs having weak to mild collinearities both jackknife estimators are more efficient than the naive estimator as well as non-negative minimum biased estimator. The non-negative minimum biased estimator performs better under strong collinearity.

SINET: Ethiopian Journal of Science Vol. 23, No. 2 (December 2000), pp. 163-180

Key words/phrases: Jackknife estimators, mean square error, non negative minimum biased estimator, naive estimator, pseudo-values
Published
2004-06-09
Section
Articles

Journal Identifiers


eISSN: 2520-7997
print ISSN: 0379-2897