Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error

DOI10.1080/03610926.2012.705207zbMath1302.62164OpenAlexW2045346751MaRDI QIDQ2931560

Hu Yang, Xinfeng Chang

Publication date: 26 November 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.705207

zbMATH Keywords

likelihood ratio testWald testpreliminary test estimatorLagrangian multiplier testStudent-\(t\) error

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03)

Cites Work

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• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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