A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error (Q1892977)
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English | A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error |
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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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