The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2015.1073315
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. read more here.
Keywords: biasing parameter; liu type; estimator biasing; type estimator ... See more keywords