This paper introduces a new biased estimator, namely, almost unbiased Liu estimator (AULE) of β for the multiple linear regression model with heteroscedastics and/or correlated errors and suffers from the problem of multicollinearity. The properties of the proposed estimator is discussed and the performance over the generalized least squares (GLS) estimator, ordinary ridge regression (ORR) esti...

A lattice Boltzmann high-density-ratio model, which uses diffuse interface theory to describe the interfacial dynamics and was proposed originally by Lee and Liu [T. Lee, L. Liu, Lattice Boltzmann simulations of micron-scale drop impact on dry surfaces, J. Comput. Phys. 229(2010) 8045-8063], is extended to simulate multiphase flows in porous media. A wetting boundary treatment is proposed for t...

In this paper, we analyze the performance of a semiparametric principal component analysis named Copula Component Analysis (COCA) (Han & Liu, 2012) when the data are dependent. The semiparametric model assumes that, after unspecified marginally monotone transformations, the distributions are multivariate Gaussian. We study the scenario where the observations are drawn from non-i.i.d. processes ...

We consider the problem of quantifying the quality of a model selection problem for a graphical model. We discuss this by formulating the problem as a detection problem. Model selection problems usually minimize a distance between the original distribution and the model distribution. For the special case of Gaussian distributions, the model selection problem simplifies to the covariance selecti...

Latent Regression with Constrained Parameters to Determine the Weight Coefficients in Summary Index Model Qiaoling Tong a , Xuecheng Zou a , Qian Ding b , Tianzhen Liu b & Hengqing Tong c a Department of Electronic Science & Technology, Huazhong University of Science & Technology, Wuhan, China b School of Urban Design, Wuhan University, Wuhan, Hubei, China c Department of Mathematics, Wuhan Uni...

Credibility measure was created by Baoding Liu [5, 7] and his Chinese co workers [4] around 2004. Then, Baoding Liu designed a grand view of fuzzy process, hybrid process and uncertain process [6]. In response to his work, Dai [1] sketched how to create standard normal fuzzy process under credibility measure, which he called standard Liu process. Independently Kageyama and Iwamura [3] construct...

Recently, Liu et al. proposed the first certificateless signcryption scheme without random oracles and proved it was semantically secure in the standard model. However, Selvi et al. launched a fatal attack to its confidentiality by replacing users’ public keys, thus pointed out this scheme actually doesn’t reach the semantic security as claimed. In this paper, we come up with a rescue scheme ba...

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...

uncertainty inherent in the financial market was usually consid- ered to be random. however, randomness is only one special type of uncer- tainty and appropriate when describing objective information. for describing subjective information it is preferred to assume that uncertainty is fuzzy. this paper defines the expected payoof trading strategies in a fuzzy financial market within the framewor...

In this paper, we study the preliminary test method in a linear regression model. The Liu-type estimator is introduced when it suspected that parameter may be constraint to subspace. We also compare estimator, ridge and Liu mean squared error sense.