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

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  • M. Arashi
  • Saralees Nadarajah
  • Fikri Akdeniz

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.

Suggested Citation

  • M. Arashi & Saralees Nadarajah & Fikri Akdeniz, 2017. "The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(8), pages 3829-3837, April.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:8:p:3829-3837
    DOI: 10.1080/03610926.2015.1073315
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