MSE performance and minimax regret significance points for a HPT estimator under a multivariate <font><i>t</i></font> error distribution (Q4976196)

From MaRDI portal
Revision as of 04:14, 14 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    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
    0 references

    Identifiers