MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms
From MaRDI portal
Publication:5928228
DOI10.1007/s003620000041zbMath0964.62053MaRDI QIDQ5928228
Publication date: 19 July 2001
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s003620000041
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The inadmissibility of the Stein estimator in normal multiple regression equations
- Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
- Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
- On an adjustment of degrees of freedom in the minimim mean squared error ertimator
- On the Robustness of LM, LR, and W Tests in Regression Models
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
- Estimation of the parameters of a regression model with a multivariate t error variable
- JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
- The Minimum Mean Square Error Linear Estimator and Ridge Regression
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Performance of the 2SHI estimator under the generalised pitman nearness criterion
- Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution