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

Latest revision as of 10:11, 10 June 2024

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

0 references

title

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

0 references

author

B. M. Golam Kibria

0 references

published in

Journal of Statistical Computation and Simulation

0 references

publication date

9 May 2005

0 references

zbMATH Keywords

dominance

0 references

Lagrangian multiplier

0 references

likelihood ratio test

0 references

preliminary test

0 references

ridge regression

0 references

shrinkage estimation

0 references

Wald test

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/0094965031000120181

0 references

cites work

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

0 references

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

0 references

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

0 references

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

0 references

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

0 references

Ridge Regression: Biased Estimation for Nonorthogonal Problems

0 references

Q4178373

0 references

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

0 references

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

0 references

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

0 references

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

0 references

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

0 references

On preliminary test and shrinkage M-estimation in linear models

0 references

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

0 references

Identifiers

zbMATH Open document ID

1060.62073

0 references

DOI

10.1080/0094965031000120181

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4673856

@@ 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