MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated
DOI10.1080/03610926.2011.605239zbMath1319.62143OpenAlexW2053439810MaRDI QIDQ2839075
Publication date: 4 July 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.605239
minimax regret criterionfeasible ridge regression estimatorheterogeneous preliminary test estimatoroptimal critical points
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
Related Items (4)
Cites Work
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