Optimum Critical Value for Pre-Test Estimator
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Publication:5481620
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
Cites work
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
- Conditional Interval Estimation of the Ratio of Variance Components following Rejection of a Pre-test
- Estimation of the mean vector of a multivariate normal distribution under symmetry
- Inference based on conditional speclfication
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
- Performance of some new preliminary test ridge regression estimators and their properties
- Pre-test estimation and design in the linear model
- Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
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
- Optimal critical regions for pre-test estimators using a Bayes risk criterion
- Shrinkage ridge estimators in linear regression
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach
- 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
- 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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