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

DOI10.1080/02331888.2010.535902MaRDI QIDQ2892901zbMATH OpenOpenAlexFDO

Authors 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 errormulticollinearity

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A new class of blased estimate in linear regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A New Two-Parameter Estimator in Linear Regression
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• Performance of some new preliminary test ridge regression estimators and their properties
• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
• Pre-test estimation and design in the linear model
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Principal components regression estimator and a test for the restrictions
• The conditional ridge-type estimation in singular linear model with linear equality restrictions
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

Cited in

(16)

• The best linear unbiased estimator in a singular linear regression model
• Optimal critical values of a preliminary test for linear restrictions in a regression model with multivariate Student-\(t\) disturbances
• Preliminary test two-parameter estimators based on W, LR and LM test-statistics in a regression model
• Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-t error
• Preliminary test almost unbiased ridge estimator in a linear regression model with multivariate Student-t errors
• Defining a two-parameter estimator: a mathematical programming evidence
• On the Size Corrected Tests in Improved Estimation
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• scientific article; zbMATH DE number 1475323 (Why is no real title available?)
• 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
• On preliminary test almost unbiased two-parameter estimator in linear regression model with Student's t errors
• Preliminary test almost unbiased two-parameter estimators with Student's \(t\) errors and conflicting test statistics
• A new stochastic mixed Liu estimator in linear regression model
• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics

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