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

DOI10.1080/03610929608831843zbMath0887.62077MaRDI QIDQ3125760

B. M. Golam Kibria

Publication date: 17 February 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831843

zbMATH Keywords

ridge regression; mean square error; dominance; preliminary test; non-central F-distribution; uncertain prior information; multivariate t-distribution; superiority

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

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