The general expressions for the moments of the stochastic shrinkage parameters of the Liu type estimator

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Atıf İçin Kopyala

Akdeniz F., Styan G., Werner H.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.35, sa.3, ss.423-437, 2006 (SCI-Expanded)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 35 Sayı: 3
• Basım Tarihi: 2006
• Doi Numarası: 10.1080/03610920500476572
• Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
• Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Sayfa Sayıları: ss.423-437
• Çukurova Üniversitesi Adresli: Hayır

Özet

One of the problems with the Liu estimator is the appropriate value for the unknown biasing parameter d . In this article we consider the optimum value for d and give upper bound for the expected value of the estimator of this biasing parameter. We also derive the general expressions for the moments of the stochastic shrinkage parameters of the Liu estimator and the generalized Liu estimator. Numerical calculations are carried out to illustrate the behavior of the mean and variance of the biasing parameter. Also, a numerical example is given to illustrate the effect of the biasing parameter d , on the mean square error of the Liu estimator.