MSE performance and minimax regret significance points for a HPT estimator under a multivariate \(t\) error distribution (Q4976196)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution |
scientific article; zbMATH DE number 6754404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | MSE performance and minimax regret significance points for a HPT estimator under a multivariate \(t\) 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
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
0 references
0 references
0 references
0 references
0 references
0 references
0.912459671497345
0 references
0.8260731101036072
0 references
0.801520586013794
0 references
