几乎无偏刘估计的不可容许性

Inadmissibility of the Almost Unbiased Liu Estimator

考虑了线性回归模型中,在Fisherian和Mahalanobis损失函数下,几乎无偏刘估计对于最小二乘估计的不可容许性;结论表明:几乎无偏刘估计在Mahalanobis损失函数下是不可容的;最后进行了数值模拟来表明结果.

This paper considers the admissibility of the almost unbiased Liu estimator to the ordinary least squares estimator of linear regression model in the Fisherian and Mahalanobis loss functions. The results show that the almost unbiased Liu estimator is inadmissible under Mahalanobis loss function. Finally,a simulation study is given to show the theoretical results.