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

Communications in Statistics - Theory and Methods

Volumn 25, Issue 10, 1996, Pages 2349-2369

  Golam Kibria, B M ^a  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Dominance; Mean square error; Multivariate t distribution; Non central f distribution; Preliminary test; Ridge regression; Superiority; Uncertain prior information

Indexed keywords

EID: 3543005858     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831843     Document Type: Article

References (2)

1. Bancroft, T.A. (1944). On biases in estimation due to use of preliminary tests of significance. Ann. Math. Statist., 15, 190-204.
2. Bancroft, T.A. (1964). Analysis and inference for incompletely specified models involving the use of preliminary test(s) of significance. Biometrics, 20, 427-442.