Title of article :
A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
Author/Authors :
Meral Ebegil&Fikri G?kp?nar، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
In this study, the necessary and sufficient conditions for the Liu-type (LT) biased estimator are determined.A
test for choosing between the LT estimator and least-squares estimator is obtained by using these necessary
and sufficient conditions. Also, a simulation study is carried out to compare this estimator against the ridge
estimator. Furthermore, a numerical example is given for defined test statistic.
Keywords :
Ridge estimator , central-F approximations , Liu-typeestimator , linear admissible estimators , Mean square error
Journal title :
JOURNAL OF APPLIED STATISTICS
Journal title :
JOURNAL OF APPLIED STATISTICS