Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
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Publication:4673856
DOI10.1080/0094965031000120181zbMath1060.62073OpenAlexW2051041603MaRDI QIDQ4673856
Publication date: 9 May 2005
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0094965031000120181
likelihood ratio testWald testshrinkage estimationridge regressiondominanceLagrangian multiplierpreliminary test
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)
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