Preliminary test almost unbiased ridge estimator in a linear regression model with multivariate Student-t errors
نویسندگان
چکیده
منابع مشابه
Preliminary test almost unbiased ridge estimator in a linear regression model with multivariate Student-t errors
In this paper, the preliminary test almost unbiased ridge estimators of the regression coefficients based on the conflicting Wald (W), Likelihood ratio (LR) and Lagrangian multiplier (LM) tests in a multiple regression model with multivariate Student-t errors are introduced when it is suspected that the regression coefficients may be restricted to a subspace. The bias and quadratic risks of the...
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ژورنال
عنوان ژورنال: Acta et Commentationes Universitatis Tartuensis de Mathematica
سال: 2011
ISSN: 2228-4699,1406-2283
DOI: 10.12697/acutm.2011.15.03