Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper proposed so...
Gespeichert in:
| Veröffentlicht in: | Journal of multivariate analysis 2014-04, Vol.126, p.53-74 |
|---|---|
| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 74 |
|---|---|
| container_issue | |
| container_start_page | 53 |
| container_title | Journal of multivariate analysis |
| container_volume | 126 |
| creator | Arashi, M. Kibria, B.M. Golam Norouzirad, M. Nadarajah, S. |
| description | Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper proposed some improved Liu type estimators, namely, the unrestricted Liu estimator (ULE), restricted Liu estimator (RLE), preliminary test Liu estimator (PTLE), shrinkage Liu estimator (SLE) and positive rule Liu estimator (PRLE) for estimating the regression parameters β. The performance of the proposed estimators is compared based on the quadratic bias and risk functions under both null and alternative hypotheses, which specify certain restrictions on the regression parameters. The conditions of superiority of the proposed estimators for parameter d and non-centrality parameter Δ are given. |
| doi_str_mv | 10.1016/j.jmva.2014.01.002 |
| format | Article |
| fullrecord | <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_1507810076</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><els_id>S0047259X14000104</els_id><sourcerecordid>3248035421</sourcerecordid><originalsourceid>FETCH-LOGICAL-c372t-535398e9193c5a40406f87527bb98a2c2ae96efa526a776cc605916aadd0886b3</originalsourceid><addsrcrecordid>eNp9UMGKFDEQDaLguO4PeAp47t5KupN0gxdZdHdhwIMKewuZdLWmSXfGSmZg_94M49lTQdV7r957jH0Q0AoQ-m5pl_XsWgmib0G0APIV2wkYVWNk371mO4DeNFKNz2_Zu5wXACGU6XeMntYjpTNO_EgYwxo2Ry-8YC7cbRP_XjBsDZ0i8n048boOqyuJMp8T8fIbeYix8WmbQglpqzIYYziW4F3kMWzoiBP-Isy5nvmaJozv2ZvZxYy3_-YN-_n1y4_7x2b_7eHp_vO-8Z2RpVGd6sYBRzF2XrkeetDzYJQ0h8M4OOmlw1Hj7JTUzhjtvQY1Cu3cNMEw6EN3wz5edWvAP6dq3S7pRFt9aYUCMwgAoytKXlGeUs6Esz1SzUgvVoC9dGsXe-nWXrq1IGzttpI-XUlY_Z8Dks0-4OZxCoS-2CmF_9H_At2hhCw</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>1507810076</pqid></control><display><type>article</type><title>Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model</title><source>Elsevier ScienceDirect Journals Complete</source><source>EZB-FREE-00999 freely available EZB journals</source><creator>Arashi, M. ; Kibria, B.M. Golam ; Norouzirad, M. ; Nadarajah, S.</creator><creatorcontrib>Arashi, M. ; Kibria, B.M. Golam ; Norouzirad, M. ; Nadarajah, S.</creatorcontrib><description>Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper proposed some improved Liu type estimators, namely, the unrestricted Liu estimator (ULE), restricted Liu estimator (RLE), preliminary test Liu estimator (PTLE), shrinkage Liu estimator (SLE) and positive rule Liu estimator (PRLE) for estimating the regression parameters β. The performance of the proposed estimators is compared based on the quadratic bias and risk functions under both null and alternative hypotheses, which specify certain restrictions on the regression parameters. The conditions of superiority of the proposed estimators for parameter d and non-centrality parameter Δ are given.</description><identifier>ISSN: 0047-259X</identifier><identifier>EISSN: 1095-7243</identifier><identifier>DOI: 10.1016/j.jmva.2014.01.002</identifier><identifier>CODEN: JMVAAI</identifier><language>eng</language><publisher>New York: Elsevier Inc</publisher><subject>Bias ; Dominance ; Elliptically contoured distribution ; Estimation bias ; James and Stein estimator ; Liu estimator ; Mathematical functions ; Mathematical models ; Parameter estimation ; Preliminary test ; Regression analysis ; Risk function ; Shrinkage estimation ; Studies</subject><ispartof>Journal of multivariate analysis, 2014-04, Vol.126, p.53-74</ispartof><rights>2014 Elsevier Inc.</rights><rights>Copyright Taylor & Francis Group Apr 2014</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c372t-535398e9193c5a40406f87527bb98a2c2ae96efa526a776cc605916aadd0886b3</citedby><cites>FETCH-LOGICAL-c372t-535398e9193c5a40406f87527bb98a2c2ae96efa526a776cc605916aadd0886b3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://dx.doi.org/10.1016/j.jmva.2014.01.002$$EHTML$$P50$$Gelsevier$$Hfree_for_read</linktohtml><link.rule.ids>314,780,784,3550,27924,27925,45995</link.rule.ids></links><search><creatorcontrib>Arashi, M.</creatorcontrib><creatorcontrib>Kibria, B.M. Golam</creatorcontrib><creatorcontrib>Norouzirad, M.</creatorcontrib><creatorcontrib>Nadarajah, S.</creatorcontrib><title>Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model</title><title>Journal of multivariate analysis</title><description>Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper proposed some improved Liu type estimators, namely, the unrestricted Liu estimator (ULE), restricted Liu estimator (RLE), preliminary test Liu estimator (PTLE), shrinkage Liu estimator (SLE) and positive rule Liu estimator (PRLE) for estimating the regression parameters β. The performance of the proposed estimators is compared based on the quadratic bias and risk functions under both null and alternative hypotheses, which specify certain restrictions on the regression parameters. The conditions of superiority of the proposed estimators for parameter d and non-centrality parameter Δ are given.</description><subject>Bias</subject><subject>Dominance</subject><subject>Elliptically contoured distribution</subject><subject>Estimation bias</subject><subject>James and Stein estimator</subject><subject>Liu estimator</subject><subject>Mathematical functions</subject><subject>Mathematical models</subject><subject>Parameter estimation</subject><subject>Preliminary test</subject><subject>Regression analysis</subject><subject>Risk function</subject><subject>Shrinkage estimation</subject><subject>Studies</subject><issn>0047-259X</issn><issn>1095-7243</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2014</creationdate><recordtype>article</recordtype><recordid>eNp9UMGKFDEQDaLguO4PeAp47t5KupN0gxdZdHdhwIMKewuZdLWmSXfGSmZg_94M49lTQdV7r957jH0Q0AoQ-m5pl_XsWgmib0G0APIV2wkYVWNk371mO4DeNFKNz2_Zu5wXACGU6XeMntYjpTNO_EgYwxo2Ry-8YC7cbRP_XjBsDZ0i8n048boOqyuJMp8T8fIbeYix8WmbQglpqzIYYziW4F3kMWzoiBP-Isy5nvmaJozv2ZvZxYy3_-YN-_n1y4_7x2b_7eHp_vO-8Z2RpVGd6sYBRzF2XrkeetDzYJQ0h8M4OOmlw1Hj7JTUzhjtvQY1Cu3cNMEw6EN3wz5edWvAP6dq3S7pRFt9aYUCMwgAoytKXlGeUs6Esz1SzUgvVoC9dGsXe-nWXrq1IGzttpI-XUlY_Z8Dks0-4OZxCoS-2CmF_9H_At2hhCw</recordid><startdate>201404</startdate><enddate>201404</enddate><creator>Arashi, M.</creator><creator>Kibria, B.M. Golam</creator><creator>Norouzirad, M.</creator><creator>Nadarajah, S.</creator><general>Elsevier Inc</general><general>Taylor & Francis LLC</general><scope>6I.</scope><scope>AAFTH</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>JQ2</scope></search><sort><creationdate>201404</creationdate><title>Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model</title><author>Arashi, M. ; Kibria, B.M. Golam ; Norouzirad, M. ; Nadarajah, S.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c372t-535398e9193c5a40406f87527bb98a2c2ae96efa526a776cc605916aadd0886b3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2014</creationdate><topic>Bias</topic><topic>Dominance</topic><topic>Elliptically contoured distribution</topic><topic>Estimation bias</topic><topic>James and Stein estimator</topic><topic>Liu estimator</topic><topic>Mathematical functions</topic><topic>Mathematical models</topic><topic>Parameter estimation</topic><topic>Preliminary test</topic><topic>Regression analysis</topic><topic>Risk function</topic><topic>Shrinkage estimation</topic><topic>Studies</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Arashi, M.</creatorcontrib><creatorcontrib>Kibria, B.M. Golam</creatorcontrib><creatorcontrib>Norouzirad, M.</creatorcontrib><creatorcontrib>Nadarajah, S.</creatorcontrib><collection>ScienceDirect Open Access Titles</collection><collection>Elsevier:ScienceDirect:Open Access</collection><collection>CrossRef</collection><collection>ProQuest Computer Science Collection</collection><jtitle>Journal of multivariate analysis</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Arashi, M.</au><au>Kibria, B.M. Golam</au><au>Norouzirad, M.</au><au>Nadarajah, S.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model</atitle><jtitle>Journal of multivariate analysis</jtitle><date>2014-04</date><risdate>2014</risdate><volume>126</volume><spage>53</spage><epage>74</epage><pages>53-74</pages><issn>0047-259X</issn><eissn>1095-7243</eissn><coden>JMVAAI</coden><abstract>Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper proposed some improved Liu type estimators, namely, the unrestricted Liu estimator (ULE), restricted Liu estimator (RLE), preliminary test Liu estimator (PTLE), shrinkage Liu estimator (SLE) and positive rule Liu estimator (PRLE) for estimating the regression parameters β. The performance of the proposed estimators is compared based on the quadratic bias and risk functions under both null and alternative hypotheses, which specify certain restrictions on the regression parameters. The conditions of superiority of the proposed estimators for parameter d and non-centrality parameter Δ are given.</abstract><cop>New York</cop><pub>Elsevier Inc</pub><doi>10.1016/j.jmva.2014.01.002</doi><tpages>22</tpages><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0047-259X |
| ispartof | Journal of multivariate analysis, 2014-04, Vol.126, p.53-74 |
| issn | 0047-259X 1095-7243 |
| language | eng |
| recordid | cdi_proquest_journals_1507810076 |
| source | Elsevier ScienceDirect Journals Complete; EZB-FREE-00999 freely available EZB journals |
| subjects | Bias Dominance Elliptically contoured distribution Estimation bias James and Stein estimator Liu estimator Mathematical functions Mathematical models Parameter estimation Preliminary test Regression analysis Risk function Shrinkage estimation Studies |
| title | Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-29T08%3A46%3A27IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Improved%20preliminary%20test%20and%20Stein-rule%20Liu%20estimators%20for%20the%20ill-conditioned%20elliptical%20linear%20regression%20model&rft.jtitle=Journal%20of%20multivariate%20analysis&rft.au=Arashi,%20M.&rft.date=2014-04&rft.volume=126&rft.spage=53&rft.epage=74&rft.pages=53-74&rft.issn=0047-259X&rft.eissn=1095-7243&rft.coden=JMVAAI&rft_id=info:doi/10.1016/j.jmva.2014.01.002&rft_dat=%3Cproquest_cross%3E3248035421%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=1507810076&rft_id=info:pmid/&rft_els_id=S0047259X14000104&rfr_iscdi=true |