A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
JOURNAL OF APPLIED STATISTICS, cilt.39, sa.10, ss.2081-2096, 2012 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 39 Sayı: 10
- Basım Tarihi: 2012
- Doi Numarası: 10.1080/02664763.2012.700453
- Dergi Adı: JOURNAL OF APPLIED STATISTICS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.2081-2096
- Gazi Üniversitesi Adresli: Evet
Özet
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.