MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression (Q5953986)
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scientific article; zbMATH DE number 1697728
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| English | MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression |
scientific article; zbMATH DE number 1697728 |
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MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression (English)
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30 June 2002
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regression error variance
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pre-test
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iterative variance estimator
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0.8136575818061829
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0.8127477765083313
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0.7764044404029846
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0.773604154586792
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