A Note on Preliminary Test Estimator in High Dimensional Regression Model

Arashi M and Norouzirad M
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Norouzirad M: Department of Statistics, Shahrood University of Technology, Iran

Biostatistics and Biometrics Open Access Journal, 2019, vol. 9, issue 2, 31-33

Abstract: In this note, we show how to construct the well-known preliminary test estimator to be practical in the high dimensional linear regression model. The strategy is to use a high dimensional test when it is a priori suspected that the parameter may be equal to zero.

Keywords: Biometrics Open Access Journal; Biostatistics and Biometrics; Biostatistics and Biometrics Open Access Journal; Open Access Journals; biometrics journal; biometrics articles; biometrics journal reference; biometrics journal impact factor; biometrics and biostatistics journal impact factor; journal of biometrics; open access juniper publishers; juniper publishers reivew (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:adp:jbboaj:v:9:y:2019:i:2:p:31-33

DOI: 10.19080/BBOAJ.2019.09.555756

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