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

DOI10.1080/03610918.2016.1210170MaRDI QIDQ4607334zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 5733404 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 5196560 (Why is no real title available?)
• scientific article; zbMATH DE number 3052144 (Why is no real title available?)
• A new class of blased estimate in linear regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors

Cited in

(7)

• On the preliminary test generalized Liu estimator with series of stochastic restrictions
• scientific article; zbMATH DE number 3921725 (Why is no real title available?)
• Preliminary test two-parameter estimators based on W, LR and LM test-statistics in a regression model
• More on the preliminary test estimator in almost unbiased Liu regression
• Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
• Performance of preliminary test estimators for error variance based on W, LR and LM tests
• Preliminary test estimation in uniformly locally asymptotically normal models

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