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Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests

Pages 793-810 | Received 30 Mar 2002, Accepted 08 Apr 2003, Published online: 18 Aug 2006

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Luis Firinguetti-Limone & Manuel Pereira-Barahona. (2020) Bayesian estimation of the shrinkage parameter in ridge regression. Communications in Statistics - Simulation and Computation 49:12, pages 3314-3327.
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Xinfeng Chang. (2018) On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors. Communications in Statistics - Theory and Methods 47:3, pages 583-600.
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Xinfeng Chang & Hu Yang. (2014) Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error. Communications in Statistics - Theory and Methods 43:17, pages 3629-3640.
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M. Arashi, S. M. M. Tabatabaey & M. Hassanzadeh Bashtian. (2014) Shrinkage Ridge Estimators in Linear Regression. Communications in Statistics - Simulation and Computation 43:4, pages 871-904.
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Jianwen Xu & Hu Yang. (2013) Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions. Communications in Statistics - Theory and Methods 42:3, pages 543-560.
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B. M. Golam Kibria. (2012) Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model. Journal of Statistical Computation and Simulation 82:1, pages 1-17.
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Yalian Li, Hu Yang & Jianwen Xu. (2011) More on the Preliminary Test Estimator in Almost Unbiased Liu Regression. Communications in Statistics - Theory and Methods 40:13, pages 2292-2304.
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M. A. Alkhamisi & G. Shukur. (2007) A Monte Carlo Study of Recent Ridge Parameters. Communications in Statistics - Simulation and Computation 36:3, pages 535-547.
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Articles from other publishers (9)

Özlem Gürünlü Alma & Reza Arabi Belaghi. (2019) Estimation in the Complementary Exponential Geometric Distribution Based on Progressive Type-II Censored Data. Communications in Mathematics and Statistics 8:4, pages 409-441.
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Ajit Chaturvedi & Anshika Bhatnagar. (2020) Development of Preliminary Test Estimators and Preliminary Test Confidence Intervals for Measures of Reliability of Kumaraswamy-G Distributions Based on Progressive Type-II Censoring. Journal of Statistical Theory and Practice 14:3.
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Guikai Hu & Jinguan Lin. (2019) Performance of Preliminary Test Estimators for Error Variance Based on W, LR and LM Tests. Journal of Systems Science and Complexity 33:4, pages 1200-1211.
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M. Norouzirad & M. Arashi. (2017) Preliminary test and Stein-type shrinkage ridge estimators in robust regression. Statistical Papers 60:6, pages 1849-1882.
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R. Arabi Belaghi & M. Noori Asl. (2016) Estimation based on progressively type-I hybrid censored data from the Burr XII distribution. Statistical Papers 60:3, pages 761-803.
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Mohammad Arashi, Mina Norouzirad, S. Ejaz Ahmed & Bahadır Yüzbaşı. (2018) Rank-based Liu regression. Computational Statistics 33:3, pages 1525-1561.
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R. Arabi Belaghi, M. Arashi & S. M. M. Tabatabaey. (2014) Improved confidence intervals for the scale parameter of Burr XII model based on record values. Computational Statistics 29:5, pages 1153-1173.
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M. Arashi, S.M.M. Tabatabaey & H. Soleimani. (2012) Simple regression in view of elliptical models. Linear Algebra and its Applications 437:7, pages 1675-1691.
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Kristofer Månsson. (2012) On ridge estimators for the negative binomial regression model. Economic Modelling 29:2, pages 178-184.
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