ON THE ALMOST UNBIASED GENERALIZED LIU ESTIMATOR UNBIASED ESTIMATION OF THE BIAS AND MSE

被引：110

作者：

AKDENIZ, F ^{[1
]}

KACIRANLAR, S ^{[1
]}

机构：

[1] CUKUROVA UNIV,DEPT MATH,ADANA 01330,TURKEY

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1995年 / 24卷 / 07期

关键词：

ALMOST UNBIASED GENERALIZED LIU ESTIMATOR; FEASIBLE GENERALIZED LIU ESTIMATOR; GENERALIZED LIU ESTIMATOR; GENERALIZED RIDGE REGRESSION; MEAN SQUARED ERROR; MULTICOLLINEARITY;

D O I：

10.1080/03610929508831585

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 paper, we derive the almost unbiased generalized Liu estimator and examine an exact unbiased estimator of the bias and mean squared error of the feasible generalized Liu estimator. We compare the almost unbiased generalized Liu estimator (AUGLE) with the generalized Liu estimator (GLE) and with the ordinary least squares estimator (OLSE).

引用

页码：1789 / 1797

页数：9

共 9 条

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