PMSE performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term (Q5076902)

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scientific article; zbMATH DE number 7528161
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PMSE performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term
scientific article; zbMATH DE number 7528161

    Statements

    PMSE performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term (English)
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    17 May 2022
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    predictive mean squared error
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    homogeneous preliminary test estimator
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    heterogeneous preliminary test estimator
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    multivariate \(t\) error term
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