Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances (Q1194034)
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scientific article; zbMATH DE number 63604
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| English | Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances |
scientific article; zbMATH DE number 63604 |
Statements
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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0.8608303666114807
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0.8374415636062622
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0.8195282220840454
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0.8174195289611816
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