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


EBEGİL M. , GÖKPINAR F.

JOURNAL OF APPLIED STATISTICS, cilt.39, sa.10, ss.2081-2096, 2012 (SCI İndekslerine Giren Dergi) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 39 Konu: 10
  • Basım Tarihi: 2012
  • Doi Numarası: 10.1080/02664763.2012.700453
  • Dergi Adı: JOURNAL OF APPLIED STATISTICS
  • Sayfa Sayıları: ss.2081-2096

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.