Lineer Konveks Kombinasyon Tahmin Ediciler ve Karşılaştırmalar

Öz

Bu makalede, en küçük kareler, ridge ve Liu tahmin ediciler gibi bilinen tahmin edicilerle öngörü performansını karşılaştırmak için iki lineer konveks kombinasyon tahmin edicisi tanımlanmıştır. Ayrıca, öngörü hata kareleri ortalaması kriterine göre bu tahmin edicilerin karşılaştırılmaları bir sayısal örnek ile incelenmiştir.

Anahtar Kelimeler

• Yanlı tahmin; Ridge tahmin edici; Lineer konveks kombinasyon; Liu tahmin edici; Öngörü hata kareleri ortalaması

Linear Convex Combination Estimators and Comparisons

Öz

In this paper, we introduce two linear convex combination estimators by using known estimators such as ordinary least squares, ridge and Liu estimators and examine the predictive performance of these estimators. Furthermore, a numerical example is examined to compare these estimators under the prediction mean squared error criterion.

Anahtar Kelimeler

• biased estimation
• ridge estimator
• linear convex combination
• Liu estimator
• prediction mean square error

Kaynakça

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