The distribution of stochastic shrinkage biasing parameters of the Liu type estimator

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摘要

In this paper, we derive the density function of the stochastic shrinkage parameters of the operational Liu type estimator by assuming normality.

论文关键词：Biased estimation,Collinearity,Density function,Liu type estimator,Ridge regression estimator,Shrinkage parameter

论文评审过程：Available online 23 April 2004.

论文官网地址：https://doi.org/10.1016/j.amc.2004.03.026