On the performance of the Jackknifed Liu-type estimator in linear regression model

YILDIZ N.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.47, sa.9, ss.2278-2290, 2018 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 47 Sayı: 9
  • Basım Tarihi: 2018
  • Doi Numarası: 10.1080/03610926.2017.1339087
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2278-2290
  • Anahtar Kelimeler: Liu-type estimators, Jackknifed estimator, Jackknifed Liu-type estimator, Mean squared error matrix, RIDGE-REGRESSION, BIAS
  • Marmara Üniversitesi Adresli: Evet

Özet

In this paper, we are proposing a modified jackknife Liu-type estimator (MJLTE) that was created by combining the ideas underlying both the Liu-type estimator (LTE) and the jackknifed Liu-type estimator (JLTE). We will also present the necessary and sufficient conditions for superiority of the MJLTE over the LTE and JLTE, in terms of mean square error matrix criterion. Finally, a real data example and a Monte Carlo simulation are also given to illustrate theoretical results.