An ancillarity paradox which appears in multiple linear regression
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Publication:2641018
DOI10.1214/aos/1176347602zbMath0721.62011OpenAlexW2071176685WikidataQ94168337 ScholiaQ94168337MaRDI QIDQ2641018
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347602
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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