Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
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Publication:813888
DOI10.1007/s001840300273zbMath1079.62069OpenAlexW2071787207MaRDI QIDQ813888
B. M. Golam Kibria, A. K. Md. Ehsanes Saleh
Publication date: 31 January 2006
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001840300273
likelihood ratio testWald testridge regressiondominanceLagrangian multiplierStudents \(t\)msesuperiority
Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03) Point estimation (62F10)
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