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Effect of W，LR，and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
Lagrangian multiplier likelihood ratio test preliminary test ridge regression risk superiority Wald test
2009/3/10
The preliminary test ridge regression estimators (PTRRE) based on the Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests are considered in this paper. Using risks, the regions of opt...