A new Poisson Liu Regression Estimator: method and application

Jackknifed Liu-type Estimator in Poisson Regression Model

The Liu estimator has consistently been demonstrated to be an attractive shrinkage method for reducing the effects of multicollinearity. The Poisson regression model is a well-known model in applications when the response variable consists of count data. However, it is known that multicollinearity negatively affects the variance of the maximum likelihood estimator (MLE) of the Poisson regressio...

Combining the Liu-type Estimator and the Principal Component Regression Estimator

In this study a new two-parameter estimator which includes the ordinary least squares (OLS), the principal components regression (PCR) and the Liu-type estimator is proposed. Conditions for the superiority of this new estimator over the PCR, r-k class estimator and Liu-type estimator are derived. Furthermore the performance of this estimator is compared with the other estimators in different co...

A New Biased Estimator Derived from Principal Component Regression Estimator

A New Estimator of Entropy

In this paper we propose an estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Vasicek (1976). Consistency of estimator is proved, and comparisons are made with Vasicek’s estimator (1976), van Es’s estimator (1992), Ebrahimi et al.’s estimator (1994) and Correa’s estimator (1995). The results indicate that the proposed esti...

Semiconductor Device Simulation by a New Method of Solving Poisson, Laplace and Schrodinger Equations (RESEARCH NOTE)

In this paper, we have extended and completed our previous work, that was introducing a new method for finite differentiation. We show the applicability of the method for solving a wide variety of equations such as Poisson, Lap lace and Schrodinger. These equations are fundamental to the most semiconductor device simulators. In a section, we solve the Shordinger equation by this method in sever...