Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror

DOI10.1080/02331888.2010.535902zbMath1241.62092MaRDI QIDQ2892901

Xinfeng Chang, Hu Yang

Publication date: 25 June 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.535902

zbMATH Keywords

mean square error; multicollinearity

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

Related Items

Performance of the stein-type two-parameter estimator in multiple linear regression model, Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model, The best linear unbiased estimator in a singular linear regression model

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