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

@@ Property / cites work @@
+On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
+Normal rank
@@ Property / cites work @@
+Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
+Normal rank
@@ Property / cites work @@
+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
+Normal rank
@@ Property / cites work @@
+Improved estimation of the disturbance variance in a linear regression model
+Normal rank
@@ Property / cites work @@
+Q4178373
@@ Property / cites work: Q4178373 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3664270
@@ Property / cites work: Q3664270 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5628978
@@ Property / cites work: Q5628978 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Q3713481
@@ Property / cites work: Q3713481 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
+Normal rank
@@ Property / cites work @@
+Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
+Normal rank
@@ Property / cites work @@
+Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
+Normal rank
@@ Property / cites work @@
+Q3800895
@@ Property / cites work: Q3800895 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the parameters of a regression model with a multivariate t error variable
+Normal rank
@@ Property / cites work @@
+Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
+Normal rank
@@ Property / cites work @@
+On the Robustness of LM, LR, and W Tests in Regression Models
+Normal rank
@@ Property / cites work @@
+Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
+Normal rank