Publication:3631715
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zbMath1302.62163MaRDI QIDQ3631715
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Publication date: 10 June 2009
elliptically contoured distribution; moment generating function; preliminary test estimator; MLINEX loss function; GLS estimator
62J07: Ridge regression; shrinkage estimators (Lasso)
62H15: Hypothesis testing in multivariate analysis
62F30: Parametric inference under constraints
62C12: Empirical decision procedures; empirical Bayes procedures
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