Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error
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Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 73 (2011)
Issue (Month): 3 (May)
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Web page: http://www.springerlink.com/link.asp?id=102509
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- Ullah, Aman & Zinde-Walsh, Victoria, 1984. "On the Robustness of LM, LR, and W Tests in Regression Models," Econometrica, Econometric Society, Econometric Society, vol. 52(4), pages 1055-66, July.
- Groß, Jürgen, 2003. "Restricted ridge estimation," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 57-64, October.
- Arashi, M. & Kibria, B.M. Golam & Norouzirad, M. & Nadarajah, S., 2014. "Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 53-74.
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