|
Information and Service
|
|
| This Article | |
 |
Supporting info |
|
PDF(259KB) |
|
[HTML] |
|
Reference |
| Service and feedback | |
|
Add to Citation Manager |
|
Cite This Article |
|
Email Alert |
| Keywords | |
| Authors | |
| PubMed | |
Preliminary Test Two-Parameter Estimators Based on W, LR and LM Test-Statistics in a Regression Model
Chang Xinfeng,Yang Hu
Department of Statistics, Jiangsu University, College of Mathematics and Statistics, Chongqing University
In this paper, we proposed the preliminary
test two-parameter estimators based on the Wald (W), the Likelihood
Ration (LR) and the Lagrangian Multiplier (LM) tests, when it is
suspected that the regression parameter may be restricted to a
subspace. The bias and the mean square error (MSE) of the proposed
estimators are derived and compared. The conditions of superiority
of the proposed estimators are obtained.