Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances (Q1194034)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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