scientific article; zbMATH DE number 1475323

zbMATH Open0944.62023MaRDI QIDQ4489916FDOQ4489916

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Publication date: 24 September 2000

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Recommendations

• Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-\(t\) error
• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• Comparisons among preliminary test estimators for error variance based on W, LR and LM tests

zbMATH Keywords

shrinkageefficiencypretestlarge sample testsweighted mean square error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Cited In (11)

• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Performance of preliminary test estimators for error variance based on W, LR and LM tests
• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
• Moments of the product and ratio of two correlated chi-square variables
• Some useful integrals and their applications in correlation analysis
• MSE performance and minimax regret significance points for a HPT estimator under a multivariate \(t\) error distribution
• PMSE performance of two different types of preliminary test estimators under a multivariate \(t\) error term
• On the Size Corrected Tests in Improved Estimation
• Comparisons among preliminary test estimators for error variance based on W, LR and LM tests
• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
• Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-\(t\) error

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