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

DOI10.1080/03610918.2016.1210170zbMATH Open1462.62432OpenAlexW2511483865MaRDI QIDQ4607334FDOQ4607334

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

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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)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• A new class of blased estimate in linear regression
• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• Title not available (Why is that?)
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• Title not available (Why is that?)
• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
• Title not available (Why is that?)

Cited In (5)

• On the preliminary test generalized Liu estimator with series of stochastic restrictions
• 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
• Title not available (Why is that?)
• Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators

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