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Communications in Statistics - Theory and Methods Volume 41, 2012 - Issue 15
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Original Articles

The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a Multivariate t Distribution

Haifeng Xu Graduate School of Economics, Kobe University, Kobe, JapanCorrespondence[email protected]
Pages 2788-2802 | Received 19 Jun 2010, Accepted 25 Jan 2011, Published online: 19 Jun 2012

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Haifeng Xu & Kazuhiro Ohtani. (2019) PMSE performance of two different types of preliminary test estimators under a multivariate t error term. Communications in Statistics - Theory and Methods 48:17, pages 4320-4338.
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Haifeng Xu. (2017) MSE performance and minimax regret significance points for a HPT estimator under a multivariate error distribution. Communications in Statistics - Theory and Methods 46:7, pages 3123-3134.
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