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A new Liu-type estimator

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Abstract

The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type estimator to the OLS, ORR, Liu estimators and the estimators with two biasing parameters under the matrix mean squared error (MMSE) criterion. Furthermore, the results are illustrated both theoretically and graphically on the Portland cement dataset which is widely used in literature.

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Acknowledgments

The authors wish to thank the referees and the editor for several suggestions which helped to improve the quality of the presentation. Fatma Sevinç KURNAZ was supported by TUBITAK with the program of the BIDEB-2224. Dr. Kadri Ula AKAY was supported by Scientific Research Projects Coordination Unit of Istanbul University. Project number UDP-24923.

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Authors and Affiliations

  1. Department of Statistics, Yildiz Technical University, Istanbul, Turkey

    Fatma Sevinç Kurnaz

  2. Department of Mathematics, University of Istanbul, Vezneciler, Beyazit, Istanbul, 34134, Turkey

    Kadri Ulaş Akay

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  1. Fatma Sevinç Kurnaz
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  2. Kadri Ulaş Akay
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Correspondence to Kadri Ulaş Akay.

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Kurnaz, F.S., Akay, K.U. A new Liu-type estimator. Stat Papers 56, 495–517 (2015). https://doi.org/10.1007/s00362-014-0594-6

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  • DOI: https://doi.org/10.1007/s00362-014-0594-6

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