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, vol.39, no.10, pp.2081-2096, 2012 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 39 Issue: 10
  • Publication Date: 2012
  • Doi Number: 10.1080/02664763.2012.700453
  • Title of Journal : JOURNAL OF APPLIED STATISTICS
  • Page Numbers: pp.2081-2096

Abstract

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.