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Improvement of the Liu estimator in linear regression model

โœ Scribed by M. H. Hubert; P. Wijekoon


Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
362 KB
Volume
47
Category
Article
ISSN
0932-5026

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Efficiency of a Liu-type estimator in se
โœ Esra Akdeniz Duran; Fikri Akdeniz; Hongchang Hu ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 337 KB

In this paper we consider the semiparametric regression model, y Hu [11] proposed ridge regression estimator in a semiparametric regression model. We introduce a Liu-type (combined ridge-Stein) estimator (LTE) in a semiparametric regression model. Firstly, Liu-type estimators of both ฮฒ and f are att