Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error

DOI10.1007/s00184-009-0277-9zbMath1213.62031OpenAlexW2093700001MaRDI QIDQ537520

Jianwen Xu, Hu Yang

Publication date: 20 May 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0277-9

zbMATH Keywords

mean square errorpreliminary test estimator

Mathematics Subject Classification ID

Related Items (11)

On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models ⋮ Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression ⋮ A class of biased estimators based on QR decomposition ⋮ Preliminary test almost unbiased two-parameter estimators with student’sterrors and conflicting test statistics ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model ⋮ Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model ⋮ On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors ⋮ More on the Preliminary Test Estimator in Almost Unbiased Liu Regression ⋮ Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model ⋮ Developing a Liu estimator for the negative binomial regression model: method and application

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