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On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions
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نویسنده
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karbalaee mohammad h. ,tabatabaey mohammad m. ,arashi mohammad
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منبع
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journal of the iranian statistical society - 2019 - دوره : 18 - شماره : 1 - صفحه:113 -131
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چکیده
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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.
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کلیدواژه
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Biasing matrix ,Generalized Liu estimator ,Multiple regression model ,Pre-liminary test estimator ,Stochastic restriction
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آدرس
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ferdowsi university of mashhad, international campus, department of statistics, Iran, ferdowsi university of mashhad, department of statistics, Iran, shahrood university of technology, department of statistics, Iran
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پست الکترونیکی
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m_arashi_stat@yahoo.com
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Authors
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