MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated (Q2839075)

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MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated
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    MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated (English)
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    4 July 2013
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    feasible ridge regression estimator
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    heterogeneous preliminary test estimator
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    minimax regret criterion
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    optimal critical points
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