Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model

DOI10.1080/03610918.2016.1210170zbMath1462.62432OpenAlexW2511483865MaRDI QIDQ4607334

Jibo Wu

Publication date: 13 March 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1210170

zbMATH Keywords

mean squared errorLiu-type estimatorpreliminary test Liu-type estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Preliminary test Liu estimators based on the conflicting W, LR and LM tests 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
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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