Efficiency of the modified jackknifed Liu-type estimator

被引：27

作者：

Duran, Esra Akdeniz ^{[1
]}

Akdeniz, Fikri ^{[2
]}

机构：

[1] Gazi Univ, Dept Stat, Fac Arts & Sci, TR-06500 Ankara, Turkey

[2] Cukurova Univ, Dept Stat, Fac Arts & Sci, TR-01330 Adana, Turkey

来源：

STATISTICAL PAPERS | 2012年 / 53卷 / 02期

关键词：

Almost unbiased Liu estimator; Jackknifed estimator; Liu-type estimator; Multicollinearity; Ridge regression estimator; IMPROVEMENT; REGRESSION;

D O I：

10.1007/s00362-010-0334-5

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 proposed a new estimator namely, modified jackknifed generalized Liu-type estimator (MJGLE). It is based on the criterion that it combines the ideas underlying both the generalized Liu estimator (GLE) and jackknifed generalized Liu estimator (JGLE). The performance of this estimator (MJGLE) is compared to that of the GLE and the JGLE. The ideas in the article are illustrated and evaluated using a real data example and simulations.

引用

页码：265 / 280

页数：16

共 22 条

[1] New biased estimators under the LINEX loss function [J].

Akdeniz, F .

STATISTICAL PAPERS, 2004, 45 (02) :175-190

[2] Mean squared error matrix comparisons of some biased estimators in linear regression [J].

Akdeniz, F ;

Erol, H .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2003, 32 (12) :2389-2413

[3] ON THE ALMOST UNBIASED GENERALIZED LIU ESTIMATOR UNBIASED ESTIMATION OF THE BIAS AND MSE [J].

AKDENIZ, F ;

KACIRANLAR, S .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1995, 24 (07) :1789-1797

[4]

Akdeniz F, 2009, J STAT COMPUT SIM, DOI [10.1080/00949650902821699, DOI 10.1080/00949650902821699]

[5]

Batah F.S.M., 2008, Surv. Math. Appl., V3, P111, DOI DOI 10.1007/S40995-017-0174-4

[6]

Belsley D.A., 1991, Conditioning Diagnostics: Collinearity and Weak Data in Regression, Probability and Mathematical Statistics

[7]

FAREBROTHER RW, 1976, J ROY STAT SOC B MET, V38, P248

[8]

GroSS J., 2003, LINEAR REGRESSION

[9] JACKKNIFING IN UNBALANCED SITUATIONS [J].

HINKLEY, DV .

TECHNOMETRICS, 1977, 19 (03) :285-292

[10] RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS [J].

HOERL, AE ;

KENNARD, RW .

TECHNOMETRICS, 1970, 12 (01) :55-&

← 1 2 3 →