Improving the estimators of the parameters of a probit regression model: a ridge regression approach

DOI10.1016/j.jspi.2011.12.023zbMath1242.62076OpenAlexW2011904902MaRDI QIDQ434542

B. M. Golam Kibria, A. K. Md. Ehsanes Saleh

Publication date: 16 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.023

zbMATH Keywords

shrinkage estimationdominancepreliminary testrelative efficiencyrisk functionprobit regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites Work

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