In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination of the biased Liu estimator and stochastic linear restrictions estimator is considered to overcom...

in this paper, following the methods of connor, we introduce some new generalized double difference sequencespaces using summability with respect to a two valued measure, double infinite matrix and an orlicz function in 2-normed spaces which have unique non-linear structure and examine some of their properties.