A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria

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 th...

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Veröffentlicht in:Journal of applied statistics 2012-10, Vol.39 (10), p.2081-2096
Hauptverfasser: Ebegil, Meral, Gökpınar, Fikri
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:0266-4763
1360-0532
DOI:10.1080/02664763.2012.700453