Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators

DOI10.14490/jjss.33.119zbMath1023.62067MaRDI QIDQ4434188

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

Publication date: 4 November 2003

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0faf4e6d964c99259be9ea17246eb024a3921bd7

zbMATH Keywords

likelihood ratio test; Wald test; ridge regression; risk; Lagrangian multiplier; preliminary test; superiority

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

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