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More on the Preliminary Test Estimator in Almost Unbiased Liu Regression
Authors:Yalian Li  Hu Yang  Jianwen Xu
Institution:1. College of Mathematics and Statistics , Chongqing University , Chongqing , China yaliancqu@gmail.com;3. College of Mathematics and Physics , Chongqing University , Chongqing , China
Abstract:This article is concerned with the parameter estimation in linear regression model when it is suspected that the regression coefficients are the subspace of the equality restrictions. The objective of this article is to introduce the preliminary test almost unbiased Liu estimators (PTAULE) based on the Wald (W), the likelihood ratio (LR), and the Lagrangian multiplier (LM) tests and compare the proposed estimators in the sense of the quadratic bias and mean square error (MSE) criterion.
Keywords:Lagrangian Multiplier  Likelihood ratio test  Preliminary test almost unbiased Liu estimators  Wald test
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