Pages that link to "Item:Q900114"

The following pages link to Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom (Q900114):

Displaying 12 items.

• The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) (← links)
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
• Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models (Q1189352) (← links)
• Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models (Q1927360) (← links)
• Objective Bayesian analysis for the Student-\(t\) linear regression (Q2057376) (← links)
• On shrinkage estimators in matrix variate elliptical models (Q2256597) (← links)
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
• Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070) (← links)
• Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498) (← links)
• Joint modelling of location and scale parameters of the t distribution (Q3429986) (← links)
• A new control chart in contaminated data of <i>t</i>‐Student distribution for individual observations (Q5414528) (← links)