MSE performance and minimax regret significance points for a HPT estimator under a multivariate <font><i>t</i></font> error distribution (Q4976196): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:16, 5 March 2024
scientific article; zbMATH DE number 6754404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MSE performance and minimax regret significance points for a HPT estimator under a multivariate <font><i>t</i></font> error distribution |
scientific article; zbMATH DE number 6754404 |
Statements
MSE performance and minimax regret significance points for a HPT estimator under a multivariate <font><i>t</i></font> error distribution (English)
0 references
27 July 2017
0 references
feasible ridge regression estimator
0 references
heterogeneous preliminary test estimator
0 references
MSE performance
0 references
multivariate \(t\) distribution
0 references
optimal critical value
0 references
