Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model

作者：Wu, Jibo^*

来源：Communications in Statistics - Simulation and Computation, 2016, 45(2): 689-700.

DOI：10.1080/03610918.2013.870198

• Linear model
• Mean squared error matrix
• Restricted almost unbiased Liu estimator
• Restricted Liu estimator
• 62J07
• 62J10

In this article we introduce a modified restricted almost unbiased Liu estimator in linear regression model which satisfies the linear restrictions. The mean squared error matrix (MSEM) of the proposed estimator is derived and compared with the corresponding competitors in literature. Finally, a numerical example and a Monte Carlo simulation are given to illustrate some of the theoretical results.

• 出版日期2016
• 单位重庆文理学院