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.
王艳, 华晶晶.几乎无偏刘估计的不可容许性[J].重庆工商大学学报(自然科学版),2015,32(9):26-30 WANG Yan,HUA Jingjing. Inadmissibility of the Almost Unbiased Liu Estimator[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2015,32(9):26-30