Preliminary test almost unbiased ridge estimator in a linear regression model with multivariate student-t errors

Xu, Jianwen, Yang, Hu . Acta et Commentationes Universitatis Tartuensis de Mathematica 2011. 15 (1) :27-44

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@article{CIS-257658,
  Author = {Xu, Jianwen and Yang, Hu},
  Title = {Preliminary test almost unbiased ridge estimator in a linear regression model with multivariate student-t errors},
  Journal = {Acta et Commentationes Universitatis Tartuensis de Mathematica},
  Volume = {15},
  Number = {1},
  Year = {2011},
  Pages = {27--44},
  Keywords = {Quadratic risk, Proceedings of the XIX International Workshop on matrices and statistics, June 5-8, 2010, Shanghai, China}
}

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