MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution

DOI10.1080/03610926.2015.1056364zbMath1372.62020OpenAlexW2340084481MaRDI QIDQ4976196

Hai-Feng Xu

Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1056364

zbMATH Keywords

multivariate \(t\) distributionMSE performancefeasible ridge regression estimatorheterogeneous preliminary test estimatoroptimal critical value

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated

Cites Work

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