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A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
Authors:M Revan Özkale  Selahattin Kaçıranlar
Institution:1. Department of Statistics , ?ukurova University , Adana, Turkey mrevan@cu.edu.tr;3. Department of Statistics , ?ukurova University , Adana, Turkey
Abstract:Distribution-free tests have been proposed in the literature for comparing the hazard rates of two probability distributions when the available samples are complete. In this article, we generalize the test of Kochar (1981 Kochar , S. C. ( 1981 ). A new distribution-free test for the equality of two failure rates . Biometrika 68 : 423426 .Crossref], Web of Science ®] Google Scholar]) to the case when the available sample is Type-II censored, and then examine its power properties.
Keywords:Liu estimator  Multicollinearity  PRESS statistic  Ridge estimator
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