Stochastic restricted Liu predictors in linear mixed models
Yükleniyor...
Tarih
2021
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this article, we propose the stochastic restricted Liu predictors by augmenting the stochastic restrictions to the linear mixed models. The Liu biasing parameter is selected via generalized cross validation (GCV) criterion. Comparisons between the stochastic restricted Liu estimators and several other estimators, namely the BLUE, the mixed and Liu estimators are made through the mean square error matrix criterion. Finally, a numerical example and a simulation study are done to show the performance of the estimators.
Açıklama
Anahtar Kelimeler
Generalized cross validation, Linear mixed model, Liu predictor, Stochastic restrictions
Kaynak
Communications in Statistics - Simulation and Computation
WoS Q Değeri
Q3
Scopus Q Değeri
Q2
Cilt
50
Sayı
9
Künye
Kuran, Ö. ve Özkale, M.R. (2021). Stochastic restricted Liu predictors in linear mixed models. Communications in Statistics - Simulation and Computation, 50(9), 2561-2580
