On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances (Q3125760)

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On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
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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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