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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 0266-4763 1360-0532 |
DOI: | 10.1080/02664763.2012.700453 |