Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions (Q5299094)
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scientific article; zbMATH DE number 6180731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions |
scientific article; zbMATH DE number 6180731 |
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Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions (English)
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25 June 2013
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multivariate Student' \(t\) distribution
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preliminary test
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quadratic risk
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ridge estimator
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Stein-type estimator
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