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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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  • Hu Yang
  • Jianwen Xu

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  • Hu Yang & Jianwen Xu, 2011. "Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(3), pages 275-292, May.
    • Handle: RePEc:spr:metrik:v:73:y:2011:i:3:p:275-292
    DOI: 10.1007/s00184-009-0277-9
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    References listed on IDEAS

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    1. Ullah, Aman & Zinde-Walsh, Victoria, 1984. "On the Robustness of LM, LR, and W Tests in Regression Models," Econometrica, Econometric Society, vol. 52(4), pages 1055-1066, July.
    2. Groß, Jürgen, 2003. "Restricted ridge estimation," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 57-64, October.
    3. Evans, G B A & Savin, N E, 1982. "Conflict among the Criteria Revisited: The W, LR and LM Tests," Econometrica, Econometric Society, vol. 50(3), pages 737-748, May.
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    Cited by:

    1. 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.
    2. Roozbeh, Mahdi, 2018. "Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 45-61.

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