Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances |
scientific article |
Statements
Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (English)
0 references
28 June 1992
0 references
exact risk
0 references
quadratic loss
0 references
pre-test estimators
0 references
prediction vector
0 references
error variance
0 references
spherically symmetric disturbances
0 references
exact linear restrictions
0 references
normal disturbances
0 references
multivariate Student-\(t\) regression disturbances
0 references
0 references
0 references
0 references
0 references
0 references
