TURKISH JOURNAL OF MATHEMATICS, cilt.50, sa.3, ss.539-554, 2026 (SCI-Expanded, Scopus, TRDizin)
This paper presents comparative results on the two-parameter weighted mixed estimator, which is a distinct class of estimator defined to address the problem of multicollinearity. The two-parameter weighted mixed estimator is a general estimator that includes the weighted mixed estimator, the weighted mixed Liu estimator, and the weighted mixed ridge estimator. Detailed comparisons among the mentioned estimators are carried out based on the matrix mean square error. Theoretical findings are supported by two numerical examples in addition to a Monte Carlo simulation study.