Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests (Q4673856): Difference between revisions

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scientific article; zbMATH DE number 2166574

Language	Label	Description	Also known as
English	Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests	scientific article; zbMATH DE number 2166574

Statements

instance of

scholarly article

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title

Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests (English)

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author

B. M. Golam Kibria

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published in

Journal of Statistical Computation and Simulation

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publication date

9 May 2005

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zbMATH Keywords

dominance

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Lagrangian multiplier

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likelihood ratio test

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preliminary test

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ridge regression

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shrinkage estimation

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Wald test

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/0094965031000120181

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cites work

On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance

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Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

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Conflict Among the Criteria Revisited; The W, LR and LM Tests

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Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances

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Ridge Regression: Biased Estimation for Nonorthogonal Problems

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Q4178373

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On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances

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Comparison of LR, score, and Wald tests in a non-iid setting

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Performance of some new preliminary test ridge regression estimators and their properties

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A new estimator combining the ridge regression and the restricted least squares methods of estimation

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Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances

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On preliminary test and shrinkage M-estimation in linear models

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On the Robustness of LM, LR, and W Tests in Regression Models

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Identifiers

zbMATH Open document ID

1060.62073

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DOI

10.1080/0094965031000120181

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4673856

@@ Property / full work available at URL @@
+https://doi.org/10.1080/0094965031000120181
+Normal rank
@@ Property / OpenAlex ID @@
+W2051041603
@@ Property / OpenAlex ID: W2051041603 / rank @@
+Normal rank
@@ Property / cites work @@
+On Biases in Estimation Due to the Use of Preliminary Tests of Significance
+Normal rank
@@ Property / cites work @@
+Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
+Normal rank
@@ Property / cites work @@
+Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
+Normal rank
@@ Property / cites work @@
+Conflict Among the Criteria Revisited; The W, LR and LM Tests
+Normal rank
@@ Property / cites work @@
+Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
+Normal rank
@@ Property / cites work @@
+Ridge Regression: Biased Estimation for Nonorthogonal Problems
+Normal rank
@@ Property / cites work @@
+Q4178373
@@ Property / cites work: Q4178373 / rank @@
+Normal rank
@@ Property / cites work @@
+On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
+Normal rank
@@ Property / cites work @@
+Comparison of LR, score, and Wald tests in a non-iid setting
+Normal rank
@@ Property / cites work @@
+Performance of some new preliminary test ridge regression estimators and their properties
+Normal rank
@@ Property / cites work @@
+A new estimator combining the ridge regression and the restricted least squares methods of estimation
+Normal rank
@@ Property / cites work @@
+Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
+Normal rank
@@ Property / cites work @@
+On preliminary test and shrinkage M-estimation in linear models
+Normal rank
@@ Property / cites work @@
+On the Robustness of LM, LR, and W Tests in Regression Models
+Normal rank