Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209): Difference between revisions

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+AS 155
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+On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
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+Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
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+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
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+Improved estimation of the disturbance variance in a linear regression model
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+Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
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+Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
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+Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
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+Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
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+Estimation of the parameters of a regression model with a multivariate t error variable
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+Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
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+On the Robustness of LM, LR, and W Tests in Regression Models
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+Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
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