Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error

DOI10.1007/S00184-009-0277-9zbMATH Open1213.62031OpenAlexW2093700001MaRDI QIDQ537520FDOQ537520

Authors: Hu Yang, Jianwen Xu 

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

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zbMATH Keywords

mean square errorpreliminary test estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Cites Work

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• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• A new class of blased estimate in linear regression
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• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
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• Ridge Estimation to the Restricted Linear Model
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• On the Robustness of LM, LR, and W Tests in Regression Models
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Preliminary test estimators of the parameters of simple linear model with measurement error
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Nonparametric estimation of location parameter after a preliminary test on regression
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors
• The Research on Two Kinds of Restricted Biased Estimators Based on Mean Squared Error Matrix

Cited In (16)

• Preliminary test almost unbiased ridge estimator in a linear regression model with multivariate Student-\(t\) errors
• Developing a Liu estimator for the negative binomial regression model: method and application
• Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model
• Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors
• A class of biased estimators based on QR decomposition
• Preliminary test almost unbiased two-parameter estimators with student’sterrors and conflicting test statistics
• Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
• 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
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
• Preliminary test estimators induced by three large sample tests for stochastic constraints in a regression model with multivariate Student-\(t\) error
• Optimal critical values of a preliminary test for linear restrictions in a regression model with multivariate Student-\(t\) disturbances
• Title not available (Why is that?)

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