More on the Preliminary Test Estimator in Almost Unbiased Liu Regression

DOI10.1080/03610921003778191zbMath1318.62230OpenAlexW2003796258MaRDI QIDQ3017840

Yalian Li, Hu Yang, Jianwen Xu

Publication date: 20 July 2011

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

Full work available at URL: https://doi.org/10.1080/03610921003778191

zbMATH Keywords

likelihood ratio testWald testLagrangian multiplierpreliminary test almost unbiased Liu estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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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
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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