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Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators - MaRDI portal

Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators (Q4434188)

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scientific article; zbMATH DE number 2000837
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Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
scientific article; zbMATH DE number 2000837

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    Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators (English)
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    4 November 2003
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    Lagrangian multiplier
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    likelihood ratio test
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    preliminary test
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    ridge regression
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    risk
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    superiority
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    Wald test
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