Optimum Critical Value for Pre-Test Estimator

DOI10.1080/03610910600591453zbMATH Open1093.62026OpenAlexW1968892026MaRDI QIDQ5481620FDOQ5481620

Authors: B. M. Golam Kibria, A. K. Md. Ehsanes Saleh 

Publication date: 10 August 2006

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600591453

Recommendations

• Further results on optimal critical values of pre‐test when estimating the regression error variance
• Optimal critical regions for pre-test estimators using a Bayes risk criterion
• Comparisons among preliminary test estimators for error variance based on W, LR and LM tests
• Optimal critical values of a preliminary test for linear restrictions in a regression model with multivariate Student-\(t\) disturbances
• MSE performance and minimax regret significance points for a HPT estimator when each individual regression coefficient is estimated

zbMATH Keywords

tableslinear regressiondominancepreliminary testquadratic riskguaranteed efficiencychi square distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Performance of some new preliminary test ridge regression estimators and their properties
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Pre-test estimation and design in the linear model
• Inference based on conditional speclfication
• Conditional Interval Estimation of the Ratio of Variance Components following Rejection of a Pre-test
• Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation

Cited In (20)

• Simple regression in view of elliptical models
• Estimation based on progressively type-I hybrid censored data from the Burr XII distribution
• Establishment of Preliminary Test Estimators and Preliminary Test Confidence Intervals for Measures of Reliability of an Exponentiated Distribution Based on Type-II Censoring
• Shrinkage ridge estimators in linear regression
• Optimal critical regions for pre-test estimators using a Bayes risk criterion
• Confidence interval for normal means in meta-analysis based on a pretest estimator
• Improved point and interval estimation of the stress-strength reliability based on ranked set sampling
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• A weighted average limited information maximum likelihood estimator
• Improved estimation in multiple linear regression models with measurement error and general constraint
• Performance analysis of the preliminary test estimator with series of stochastic restrictions
• Improved confidence intervals for the scale parameter of Burr XII model based on record values
• On shrinkage estimators in matrix variate elliptical models
• Improved ridge regression estimators for the logistic regression model
• A ridge regression estimation approach to the measurement error model
• Shrinkage strategy in stratified random sample subject to measurement error
• Shrinkage estimation of the memory parameter in stationary Gaussian processes
• On some ridge regression estimators: a nonparametric approach
• On Liu-type biased estimators in measurement error models
• A pre-test like estimator dominating the least-squares method

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