The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models

M. Arashi, Saralees Nadarajah and Fikri Akdeniz

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 8, 3829-3837

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.

Date: 2017
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DOI: 10.1080/03610926.2015.1073315

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