The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (Q1184947): Difference between revisions
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Revision as of 00:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter |
scientific article |
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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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