On the Size Corrected Tests in Improved Estimation

DOI10.1177/0008068320050301zbMath1110.62086OpenAlexW1553481717MaRDI QIDQ3442943

Baki Billah, Zahirul Hoque, Shahjahan Khan

Publication date: 24 May 2007

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: http://eprints.usq.edu.au/1238/1/CSAB-06.pdf

zbMATH Keywords

shrinkage estimatormultiple linear regressionrelative efficiencysize corrected testsEdgeworth approximation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model

This page was built for publication: On the Size Corrected Tests in Improved Estimation