A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error (Q1892977): Difference between revisions
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| Property / cites work: JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR / rank | |||
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| Property / cites work: Q5659019 / rank | |||
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| Property / cites work: Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0167-7152(94)00110-t / rank | |||
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Latest revision as of 10:19, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error |
scientific article |
Statements
A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error (English)
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3 July 1995
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generalized efficiency condition
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generalized dominance condition
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generalized estimator
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estimation of regression coefficients
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joint multivariate Student-\(t\) distribution
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bias
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risk
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general quadratic loss
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comparative study
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minimum variance unbiased estimator
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