Shrinkage estimators in zero-inflated Bell regression model with application

Shrinkage estimators in zero-inflated Bell regression model with application

We propose Stein-type estimators for zero-inflated Bell regression models by incorporating information on model parameters. These estimators combine the advantages of unrestricted and restricted estimators. We derive the asymptotic distributional properties, including bias and mean squared error, fo...

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Bibliographic Details
Main Authors: Seifollahi, Solmaz, Bevrani, Hossein, Algamal, Zakariya Yahya
Format: Journal Article
Language:English
Published: 01-03-2024
Subjects:
Mathematics - Statistics Theory
Statistics - Applications
Statistics - Computation
Statistics - Methodology
Statistics - Theory
Online Access:Get full text
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Summary:We propose Stein-type estimators for zero-inflated Bell regression models by incorporating information on model parameters. These estimators combine the advantages of unrestricted and restricted estimators. We derive the asymptotic distributional properties, including bias and mean squared error, for the proposed shrinkage estimators. Monte Carlo simulations demonstrate the superior performance of our shrinkage estimators across various scenarios. Furthermore, we apply the proposed estimators to analyze a real dataset, showcasing their practical utility.
DOI:10.48550/arxiv.2403.00749