On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances (Q3125760): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances |
scientific article |
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On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances (English)
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17 February 1998
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dominance
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mean square error
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ridge regression
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multivariate t-distribution
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non-central F-distribution
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preliminary test
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superiority
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uncertain prior information
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