The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (Q1184947)
From MaRDI portal
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 |
Statements
The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (English)
0 references
28 June 1992
0 references
choice of critical value
0 references
pre-test of exact linear restrictions
0 references
regression error variance
0 references
mini-max risk regret criterion
0 references
