Improvement of the Liu Estimator in Weighted Mixed Regression

被引：23

作者：

Yang, Hu ^{[1
]}

Chang, Xinfeng ^{[1
]}

Liu, Deqiang ^{[1
]}

机构：

[1] Chongqing Univ, Coll Math & Phys, Chongqing 400030, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2009年 / 38卷 / 02期

关键词：

Liu estimator; Mean squared error matrix; Weighted mixed estimator; Weighted mixed Liu estimator; MEAN-SQUARE ERROR; LINEAR-REGRESSION; RIDGE-REGRESSION;

D O I：

10.1080/03610920802192513

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we consider the estimation for the vector of parameters in a linear regression model by unifying the sample and the prior information. A new Liu-type biased estimator called weighted mixed Liu estimator is proposed. Furthermore, necessary and sufficient conditions for the superiority of the weighted mixed Liu estimator over the Liu estimator and the weighted mixed estimator proposed by Schaffrin and Toutenburg (1990) in the mean squared error matrix sense are derived. Finally, a numerical example and a Monte Carlo simulation study are given to illustrate some of the theoretical results.

引用

页码：285 / 292

页数：8

共 50 条

[1] A New Stochastic Restricted Liu Estimator in Weighted Mixed Regression
Zuo, Weibing
[J]. SECOND INTERNATIONAL SYMPOSIUM ON COMPUTATIONAL INTELLIGENCE AND DESIGN, VOL 1, PROCEEDINGS, 2009, : 245 - 248
[2] Improvement of the Liu estimator in linear regression model
M. H. Hubert
P. Wijekoon
[J]. Statistical Papers, 2006, 47
[3] Improvement of the Liu estimator in linear regression model
Hubert, MH
Wijekoon, P
[J]. STATISTICAL PAPERS, 2006, 47 (03) : 471 - 479
[4] New Versions of Liu-type Estimator in Weighted and non-weighted Mixed Regression Model
Alheety, Mustafa Ismaeel Naif
[J]. BAGHDAD SCIENCE JOURNAL, 2020, 17 (01) : 361 - 370
[5] Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
Akdeniz, Fikri
Roozbeh, Mahdi
Akdeniz, Esra
Khan, Naushad Mamode
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (13) : 4395 - 4416
[6] A new stochastic mixed Liu estimator in linear regression model
Li, Yong
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (03) : 726 - 737
[7] A New Stochastic Mixed Liu Estimator in Linear Regression Model
Zuo, Weibing
Cheng, Peng
[J]. PROCEEDINGS OF THE THIRD INTERNATIONAL WORKSHOP ON MATRIX ANALYSIS AND APPLICATIONS, VOL 3, 2009, : 386 - 390
[8] A robust Liu regression estimator
Filzmoser, Peter
Kurnaz, Fatma Sevinc
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2018, 47 (02) : 432 - 443
[9] A new improvement Liu-type estimator for the Bell regression model
Ertan, Esra
Algamal, Zakariya Yahya
Erkoc, Ali
Akay, Kadri Ulas
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023,
[10] Combining the Liu estimator and the principal component regression estimator
Kaçiranlar, S
Sakallioglu, S
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2001, 30 (12) : 2699 - 2705

← 1 2 3 4 5 →