On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions

Authors

1 Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran.

2 Department of Statistics, Shahrood University of Technology, Shahrood,, Iran.

10.29252/jirss.18.1.113

Abstract

When a 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 the biasing parameter is obtained under the 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 < /sub>)‎, 0< i<1‎, i=1,...,p. We support our findings by some numerical illustrations.
 

Keywords

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Volume 18, Issue 1
June 2019
Pages 113-131
  • Receive Date: 23 July 2022
  • Revise Date: 20 May 2024
  • Accept Date: 23 July 2022