A New Stochastic Restricted Liu Estimator in Weighted Mixed Regression

被引：2

作者：

Zuo, Weibing ^{[1
]}

机构：

[1] N China Univ Water Conservancy & Hydroelect Power, Coll Math & Informat Sci, Zhengzhou, Peoples R China

来源：

SECOND INTERNATIONAL SYMPOSIUM ON COMPUTATIONAL INTELLIGENCE AND DESIGN, VOL 1, PROCEEDINGS | 2009年

关键词：

Liu estimator; mean squared error matrix; weighted mixed estimator; weighted mixed Liu estimator; weighted stochastic restricted Liu estimator; LINEAR-REGRESSION;

D O I：

10.1109/ISCID.2009.68

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

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 stochastic restricted Liu estimator is proposed. Furthermore, necessary and sufficient conditions for the superiority of the weighted stochastic restricted Liu estimator over the Liu estimator, the weighted mixed estimator proposed by Scharin and Toutenburg (1990) and the weighted mixed Liu estimator proposed by Hu Yang (2009) 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：245 / 248

页数：4

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