Combining the Liu-type estimator and the principal component regression estimator


Inan D.

STATISTICAL PAPERS, cilt.56, sa.1, ss.147-156, 2015 (SCI İndekslerine Giren Dergi) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 56 Konu: 1
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1007/s00362-013-0571-5
  • Dergi Adı: STATISTICAL PAPERS
  • Sayfa Sayıları: ss.147-156

Özet

In this study a new two-parameter estimator which includes the ordinary least squares, the principal components regression (PCR) and the Liu-type estimator is proposed. Conditions for the superiority of this new estimator over the PCR, r-k class estimator and Liu-type estimator are derived. Furthermore the performance of this estimator is compared with the other estimators in different conditions with simulation studies.