MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610926.2011.605239
Reference16 articles.
1. A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
2. On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
3. The Minimum Mean Square Error Linear Estimator and Ridge Regression
4. Ridge Regression: Biased Estimation for Nonorthogonal Problems
5. Improving the estimation precision for a selected parameter in multiple regression analysis: an algebraic approach
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1. PMSE performance of two different types of preliminary test estimators under a multivariate t error term;Communications in Statistics - Theory and Methods;2018-10-23
2. MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated;Communications in Statistics - Theory and Methods;2018-06-11
3. A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model;Journal of Statistical Computation and Simulation;2018-03-13
4. MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution;Communications in Statistics - Theory and Methods;2016-04-15
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