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Statistics and Computing - A new procedure is proposed for evaluating non-centred orthant probabilities of elliptical distributed vectors, which is the probabilities that all elements of a vector... 相似文献
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Masuo Nomura 《统计学通讯:模拟与计算》2013,42(4):1213-1229
The purpose of this paper is to compare sampling performance of the minimax generalized ridge regression estimators considered by Casella (1985) with that of ordinary least squares estimator by numerical calculations of exact mean squared error of these estimators. 相似文献