A two-parameter estimator in linear measurement error model
Küçük Resim Yok
Tarih
2022
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Ltd
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
This article is concerned with the parameter estimation in linear measurement error model when there is ill-conditioned data. To deal with the multicollinearity problem, a new two-parameter estimator is proposed. The asymptotic properties of the new estimator are considered using the mean squared error matrix. Finally, a Monte Carlo simulation is presented to show the performances of the estimators in terms of simulated mean squared error criteria. According to the results, the new estimator can be suggested as an alternative to the other existing estimators in the presence of ill-conditioned data.
Açıklama
Anahtar Kelimeler
Ridge Regression Estimator, Liu Estimator, Two-Parameter Estimator, Mean Squared Error Matrix
Kaynak
Statistics
WoS Q Değeri
Q4
Scopus Q Değeri
Q3
Cilt
56
Sayı
4
