A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error
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Publication:1892977
DOI10.1016/0167-7152(94)00110-TzbMath0819.62048OpenAlexW2044664379MaRDI QIDQ1892977
Sheela Misra, R. Karan Singh, Sunil Kumar Pandey
Publication date: 3 July 1995
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)00110-t
biasriskcomparative studyminimum variance unbiased estimatorgeneral quadratic lossgeneralized estimatorestimation of regression coefficientsgeneralized dominance conditiongeneralized efficiency conditionjoint multivariate Student-\(t\) distribution
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