PMSE performance of two different types of preliminary test estimators under a multivariate t error term
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Publication:5076902
DOI10.1080/03610926.2018.1494286OpenAlexW2898571303MaRDI QIDQ5076902
Publication date: 17 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1494286
predictive mean squared errorheterogeneous preliminary test estimatorhomogeneous preliminary test estimatormultivariate \(t\) error term
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Uses Software
Cites Work
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- Robust Statistics
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