Studying the Robustness of Empirical Bayes Estimators in First-Order Autoregressive Models

Authors

• Tahir Reisan Dikheel, Department of Statistics, College of Administration and Economics, University of Al-Qadisiyah, Diwaniyah, Iraq
• Ehab A. Mahmood, University of Kufa, Kufa, Iraq

Abstract

Estimation stage is one of most important in process of selecting and identification for fit model, this model gives a best results if the good methods of estimation are depended on, one of those methods is Bayes method for estimation the parameters, it puts an assumption that parameter have a distribution. This paper studies the robustness of estimators of empirical Bayes to know the properties of those estimators.

DOI

10.33095/jeas.v13i47.1197

Subject Area

Statistical

First Page

300

Last Page

310

Recommended Citation

Dikheel, T. R., & Mahmood, E. A. (2007). Studying the Robustness of Empirical Bayes Estimators in First-Order Autoregressive Models. Journal of Economics and Administrative Sciences, 13(47), 300-310. https://doi.org/10.33095/jeas.v13i47.1197