Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances (Q643304)
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scientific article; zbMATH DE number 5965288
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| English | Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances |
scientific article; zbMATH DE number 5965288 |
Statements
Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances (English)
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28 October 2011
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asymptotic distribution
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concentration probability
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expected volume
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0.91107446
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0.88642824
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0.88549626
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0.88016945
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0.8759614
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0.87527716
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