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Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions - MaRDI portal

Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions (Q5299094)

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scientific article; zbMATH DE number 6180731
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English
Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions
scientific article; zbMATH DE number 6180731

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    Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions (English)
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    25 June 2013
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    multivariate Student' \(t\) distribution
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    preliminary test
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    quadratic risk
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    ridge estimator
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    Stein-type estimator
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