Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances (Q1194034)

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Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
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    Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances (English)
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    27 September 1992
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    spherically symmetric disturbances
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    quadratic loss
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    estimate of the error variance
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    pre-test for homogeneity
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    two-sample linear regression model
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    normal disturbances
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    never-pool variance estimators
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    least squares principle
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    variance mixing distributions
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    multivariate Student-\(t\) disturbances
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    optimal test critical value
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