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A new Liu-type estimator

Author

Listed:
  • Fatma Kurnaz
  • Kadri Akay

Abstract

The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type estimator to the OLS, ORR, Liu estimators and the estimators with two biasing parameters under the matrix mean squared error (MMSE) criterion. Furthermore, the results are illustrated both theoretically and graphically on the Portland cement dataset which is widely used in literature. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Fatma Kurnaz & Kadri Akay, 2015. "A new Liu-type estimator," Statistical Papers, Springer, vol. 56(2), pages 495-517, May.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:2:p:495-517
    DOI: 10.1007/s00362-014-0594-6
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    Cited by:

    1. R. Salmerón & J. García & C. B. García & M. M. López Martín, 2017. "A note about the corrected VIF," Statistical Papers, Springer, vol. 58(3), pages 929-945, September.
    2. Mohamed R. Abonazel & Rasha A. Farghali, 2019. "Liu-Type Multinomial Logistic Estimator," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(2), pages 203-225, December.

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