Title of article
On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions
Author/Authors
Karbalaee, Mohammad H. Department of Statistics - Ferdowsi University of Mashhad - International campus, Iran , Tabatabaey, Mohammad M Department of Statistics - Ferdowsi University of Mashhad, Mashhad, Iran , Arashi, Mohammad Department of Statistics - Shahrood University of Technology, Shahrood, Iran
Pages
19
From page
113
To page
131
Abstract
When a series of stochastic restrictions are available, we study the perfor-
mance of the preliminary test generalized Liu estimators (PTGLEs) based on theWald,
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), 0 < di < 1,
i = 1; : : : ; p. We support our findings by some numerical illustrations.
Keywords. Biasing matrix, Generalized Liu estimator, Multiple regression model, Pre-
liminary test estimator, Stochastic restriction.
Keywords
Stochastic restriction , Pre- liminary test estimator , Multiple regression model , Generalized Liu estimator , Biasing matrix
Serial Year
2019
Record number
2495659
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