The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (Q1184947): Difference between revisions

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The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter
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    The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (English)
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    28 June 1992
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    choice of critical value
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    pre-test of exact linear restrictions
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    regression error variance
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    mini-max risk regret criterion
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