The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables (Q1383242)

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The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
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    The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables (English)
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    2 April 1998
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    pre-test estimator
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    critical value
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    coverage probability
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    interval estimation
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