Photo by tamiminaser from unsplash
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… Click to show full abstract
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:
biasing parameter;
liu type;
estimator biasing;
type estimator;
distribution liu
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!