Journal of Jilin University Science Edition

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Statistical Properties of  Almost Unbiased Estimateunder  Balance Loss Function

WANG Wenshan, ZHAO Shishun   

  1. College of Mathematics, Jilin University, Changchun 130012, China
  • Received:2018-01-04 Online:2018-07-26 Published:2018-07-31
  • Contact: WANG Wenshan E-mail:wswang17@mails.jlu.edu.cn

Abstract: We discussed the statistical properties of the almost unbiased estimate of Liu and the almost unbiased Stein ridgetype principal components estimate for the linear regression model under the balance loss function. We gave the risks of the almost unbiased Liu estimate  and the almost unbiased Stein ridgetype principal components estimate, under the balance loss function,  respectively,  and discussed the relationship between these two risks  under different conditions.

Key words: almost unbiased estimate of Liu, linear model, balance loss function, almost unbiased Stein ridgetype principal components estimate

CLC Number: 

  • O212