A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria |
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Authors: | Meral Ebegil Fikri Gökpınar |
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Affiliation: | Department of Statistics , Gazi University , Ankara , Turkey |
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Abstract: | ![]() In this study, the necessary and sufficient conditions for the Liu-type (LT) biased estimator are determined. A test for choosing between the LT estimator and least-squares estimator is obtained by using these necessary and sufficient conditions. Also, a simulation study is carried out to compare this estimator against the ridge estimator. Furthermore, a numerical example is given for defined test statistic. |
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Keywords: | linear admissible estimators mean square error central-F approximations Liu-type estimator ridge estimator |
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