A new Liu-type estimator


KURNAZ F. S. , Akay K. U.

STATISTICAL PAPERS, cilt.56, ss.495-517, 2015 (SCI İndekslerine Giren Dergi)

  • Cilt numarası: 56 Konu: 2
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1007/s00362-014-0594-6
  • Dergi Adı: STATISTICAL PAPERS
  • Sayfa Sayısı: ss.495-517

Özet

The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type estimator to the OLS, ORR, Liu estimators and the estimators with two biasing parameters under the matrix mean squared error (MMSE) criterion. Furthermore, the results are illustrated both theoretically and graphically on the Portland cement dataset which is widely used in literature.