Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209)
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scientific article; zbMATH DE number 37854
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| English | Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances |
scientific article; zbMATH DE number 37854 |
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Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (English)
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28 June 1992
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exact risk
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quadratic loss
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pre-test estimators
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prediction vector
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error variance
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spherically symmetric disturbances
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exact linear restrictions
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normal disturbances
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multivariate Student-\(t\) regression disturbances
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0.8623319864273071
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0.8242366909980774
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0.8089113831520081
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