Abstract
By releasing the unbiasedness condition, we often obtain more accurate estimators due to the bias–variance trade-off. In this paper, we propose a class of shrinkage proportion estimators which show improved performance over the sample proportion. We provide the “optimal” amount of shrinkage. The advantage of the proposed estimators is given theoretically as well as explored empirically by simulation studies and real data analyses.
Original language | English |
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Pages (from-to) | 2447-2453 |
Number of pages | 7 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 46 |
Issue number | 5 |
DOIs | |
Publication status | Published - 2017 Mar 4 |
Externally published | Yes |
Keywords
- Biased estimator
- penalization
- sample proportion
- shrinkage proportion estimator
ASJC Scopus subject areas
- Statistics and Probability