Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
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Publication:537520
DOI10.1007/s00184-009-0277-9zbMath1213.62031MaRDI QIDQ537520
Publication date: 20 May 2011
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-009-0277-9
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62F10: Point estimation
62F30: Parametric inference under constraints
Related Items
Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model, Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression, A class of biased estimators based on QR decomposition, Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model, On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models, More on the Preliminary Test Estimator in Almost Unbiased Liu Regression
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