ABSTRACT
In this article, we discuss the superiority of r-k class estimator over some estimators in a misspecified linear model. We derive the necessary and sufficient conditions for the superiority of the r-k class estimator over each of these estimators under the Mahalanobis loss function by the average loss criterion in the misspecified linear model.
Acknowledgments
The authors are most grateful to the anonymous reviewer and the Editor for valuable comments and suggestions that helped to improve the quality of the article.