MSE performance and minimax regret significance points for a HPT estimator under a multivariate <font><i>t</i></font> error distribution (Q4976196)
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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 |
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MSE performance and minimax regret significance points for a HPT estimator under a multivariate <font><i>t</i></font> error distribution (English)
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27 July 2017
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feasible ridge regression estimator
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heterogeneous preliminary test estimator
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MSE performance
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multivariate \(t\) distribution
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optimal critical value
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