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

Volumn 74, Issue 11, 2004, Pages 793-810

  Kibria, B M Golam ^a  

^a FLORIDA INTERNATIONAL UNIVERSITY   (United States)

Author keywords

Dominance; Lagrangian multiplier; Likelihood ratio test; Preliminary test; Ridge regression; Risk; Shrinkage estimation; Wald test

Indexed keywords

EID: 3542990874     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965031000120181     Document Type: Article

References (25)

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