Preliminary test almost unbiased two-parameter estimators with student’sterrors and conflicting test statistics

DOI10.1080/03610926.2018.1502782OpenAlexW2922376190MaRDI QIDQ5076910

Xinfeng Chang, Hexiang Wang

Publication date: 17 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1502782

zbMATH Keywords

quadratic riskpreliminary test estimatoralmost unbiased estimatorStudent's \(t\) error

Mathematics Subject Classification ID

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

Cites Work

• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Pre-test estimation and design in the linear model
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
• More on the Preliminary Test Estimator in Almost Unbiased Liu Regression
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Performance analysis of the preliminary test estimator with series of stochastic restrictions
• Efficiency of an almost unbiased two-parameter estimator in linear regression model
• The Restricted and Unrestricted Two-Parameter Estimators
• 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
• Ridge Regression: Applications to Nonorthogonal Problems
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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