Abstract

In this paper, a new two-type parameter estimator is proposed. This estimator is a generalization of the new two parameter (NTP) estimator introduced by Yang and Chang, which includes the ordinary least squares (OLS), the generalized ridge (GR) and the generalized Liu (GL) estimators, as special cases. Here, the performance of this new estimator is, theoretically, investigated over the OLS, the GR, the GL and the NTP estimators in terms of mean squared error matrix criterion. Furthermore, the estimation of the biasing parameters is obtained to minimize the scalar mean squared error. In addition, a complementary algorithm is proposed for the estimator presented by Yang and Chang. As well, a numerical example is given and a simulation study is done.

摘要

本文提出了一种新的两型参数估计器。该估计器是 Yang 和 Chang 引入的新双参数 (NTP) 估计器的推广，其中包括普通最小二乘法 (OLS)、广义岭 (GR) 和广义 Liu (GL) 估计器作为特例。在这里，从理论上讲，根据均方误差矩阵准则，在 OLS、GR、GL 和 NTP 估计器上研究了这个新估计器的性能。此外，获得偏置参数的估计以最小化标量均方误差。此外，针对 Yang 和 Chang 提出的估计器提出了一种互补算法。同时给出了数值例子并进行了仿真研究。