Title : ( The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models )
Authors: Mohammad Arashi , Saralees Nadarajah , Fikri Akdeniz ,
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Abstract
We derive the density function of the stochastic shrinkage parameters of the Liu-type estimator in elliptical models. The correctness of derivation is checked by simulations. A real data application is also provided.
Keywords
, Elliptically contoured distribution, Liu estimator, Multicollinearity, Ridge regression, Shrinkage estimator.
@article{paperid:1081578,
author = {Arashi, Mohammad and Saralees Nadarajah and Fikri Akdeniz},
title = {The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models},
journal = {Communications in Statistics - Theory and Methods},
year = {2017},
volume = {46},
number = {8},
month = {April},
issn = {0361-0926},
pages = {3829--3837},
numpages = {8},
keywords = {Elliptically contoured distribution; Liu estimator; Multicollinearity; Ridge regression; Shrinkage estimator.},
}
%0 Journal Article
%T The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
%A Arashi, Mohammad
%A Saralees Nadarajah
%A Fikri Akdeniz
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2017
