Improving the estimators of the parameters of a probit regression model: a ridge regression approach

DOI10.1016/j.jspi.2011.12.023zbMath1242.62076MaRDI QIDQ434542

B. M. Golam Kibria, A. K. Md. Ehsanes Saleh

Publication date: 16 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.12.023

zbMATH Keywords

shrinkage estimation; dominance; preliminary test; relative efficiency; risk function; probit regression model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J07: Ridge regression; shrinkage estimators (Lasso)

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