On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances Article

Kibria, BMG. (1996). On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances . COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 25(10), 2349-2369. 10.1080/03610929608831843

cited authors

  • Kibria, BMG

sustainable development goals

authors

publication date

  • January 1, 1996

published in

keywords

  • LEAST-SQUARES
  • Mathematics
  • Mean Square Error
  • NONORTHOGONAL PROBLEMS
  • Physical Sciences
  • Ridge Regression
  • Science & Technology
  • Statistics & Probability
  • dominance
  • multivariate t-distribution
  • non-central F-distribution
  • preliminary test
  • superiority
  • uncertain prior information

Digital Object Identifier (DOI)

publisher

  • MARCEL DEKKER INC

start page

  • 2349

end page

  • 2369

volume

  • 25

issue

  • 10