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Karbalaee M H, Tabatabaey S M M, Arashi M. On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions. JIRSS. 2018; 17 (2)
URL: http://jirss.irstat.ir/article-1-486-en.html
Associate Professor Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran.
Abstract:   (29 Views)
‎When series of stochastic restrictions are available‎, ‎we study the performance of the preliminary test generalized Liu estimators (PTGLEs) based on the Wald‎, ‎likelihood ratio and lagrangian multiplier tests‎. ‎In this respect‎, ‎the optimal range of biasing parameter is obtained under mean square error sense‎. ‎For this‎, ‎the minimum/maximum value of the biasing matrix components is used to give the proper optimal range‎, ‎where the biasing matrix is D=diag(d1,d2,...,dp)‎, 0<i<1‎, i=1,...,p‎. ‎We support out findings by some numerical illustrations‎.
     
Type of Study: Original Paper | Subject: 62Jxx: Linear inference, regression
Received: 2017/12/7 | Accepted: 2018/05/13 | Published: 2018/05/13

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