On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances (Q3125760)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances |
scientific article |
Statements
On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances (English)
0 references
17 February 1998
0 references
dominance
0 references
mean square error
0 references
ridge regression
0 references
multivariate t-distribution
0 references
non-central F-distribution
0 references
preliminary test
0 references
superiority
0 references
uncertain prior information
0 references
0 references
0 references
0 references
0 references
0 references
