Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests Article

Kibria, BMG. (2004). Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests . JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 74(11), 793-810. 10.1080/0094965031000120181

keywords

  • CRITERIA
  • Computer Science
  • Computer Science, Interdisciplinary Applications
  • DISTURBANCES
  • LINEAR RESTRICTIONS
  • Lagrangian multiplier
  • MODEL
  • Mathematics
  • Physical Sciences
  • Science & Technology
  • Statistics & Probability
  • Technology
  • Wald test
  • dominance
  • likelihood ratio test
  • preliminary test
  • ridge regression
  • risk
  • shrinkage estimation

Digital Object Identifier (DOI)

publisher

  • TAYLOR & FRANCIS LTD

start page

  • 793

end page

  • 810

volume

  • 74

issue

  • 11