ScholarLens Back to search
2012•Communication in Statistics- Theory and MethodsRequires access

Modified Liu-Type Estimator Based on ( r − k ) Class Estimator

Mustafa I. Alheety, B. M. Golam Kibria

Open publisher page 31 citations

Abstract

In this article, we introduced a new Liu-type estimator which includes the ordinary least squares estimator (OLS), ordinary ridge regression estimator (ORR), Liu estimator (LE), (k − d) class estimator, principal components regression (PCR) estimator, (r − d) class estimator, and (r − k) class estimator. Under some conditions, the performance of the proposed estimator is superior to the other estimators by using the scalar mean squares error criterion. A simulation study has been conducted to compare the performance of the estimators. Finally, a numerical example has been analyzed to illustrate the theoretical results of the article.

About this research paper

What this paper is about

In this article, we introduced a new Liu-type estimator which includes the ordinary least squares estimator (OLS), ordinary ridge regression estimator (ORR), Liu estimator (LE), (k − d) class estimator, principal components regression (PCR) estimator, (r − d) class estimator, and (r − k) class estimator. Under some conditions, the performance of the proposed estimator is superior to the other estimators by using the scalar mean squares error criterion. A simulation study has been conducted to compare the performance of the estimators. Finally, a numerical example has been analyzed to illustrate the theoretical results of the article.

Why it matters

OpenAlex reports 31 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In this article, we introduced a new Liu-type estimator which includes the ordinary least squares estimator (OLS), ordinary ridge regression estimator (ORR), Liu estimator (LE), (k − d) class estimator, principal components regression (PCR) estimator, (r − d) class estimator, and (r − k) class estimator. Under some conditions, the performance of the proposed estimator is superior to the other estimators by using the scalar mean squares error criterion. A simulation study has been conducted to compare the performance of the estimators. Finally, a numerical example has been analyzed to illustrate the theoretical results of the article.

Key concepts: Estimator, James–Stein estimator, Minimum-variance unbiased estimator, Invariant estimator, Efficient estimator, Ordinary least squares, Bias of an estimator, Mean squared error

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Modified Liu-Type Estimator Based on ( r − k ) Class Estimator — Research Paper | ScholarLens