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

DOI10.1080/03610929608831843zbMath0887.62077OpenAlexW2154576538MaRDI 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 regressionmean square errordominancepreliminary testnon-central F-distributionuncertain prior informationmultivariate t-distributionsuperiority

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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