Preliminary test ridge regression estimators with student's t errors and conflicting test-statistics

Metrika

Volumn 59, Issue 2, 2004, Pages 105-124

  Kibria, B M Golam ^a   Saleh, A K Md E ^b  

^a FLORIDA INTERNATIONAL UNIVERSITY   (United States)

^b CARLETON UNIVERSITY   (Canada)

Author keywords

Dominance; Lagrangian Multiplier; Likelihood Ratio Test; MSE; Ridge Regression; Students t; Superiority; Wald Test

Indexed keywords

EID: 17444412216     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001840300273     Document Type: Article

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