Communications in Statistics - Theory and Methods, ( ISI ), Volume (46), No (8), Year (2017-4) , Pages (3829-3837)

Title : ( The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models )

Authors: Mohammad Arashi , Saralees Nadarajah , Fikri Akdeniz ,
File:

Access to full-text not allowed by authors

Citation: BibTeX | EndNote

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.