Estimation in restricted regression model with multivariate-\(t\) distributed error (Q1395951)
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English | Estimation in restricted regression model with multivariate-\(t\) distributed error |
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Estimation in restricted regression model with multivariate-\(t\) distributed error (English)
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9 October 2003
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linear restrictions
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multivariate \(t\)-distribution
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quadratic loss function
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bias
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risk
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