A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error (Q1892977)
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scientific article; zbMATH DE number 768790
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| English | A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error |
scientific article; zbMATH DE number 768790 |
Statements
A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error (English)
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3 July 1995
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generalized efficiency condition
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generalized dominance condition
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generalized estimator
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estimation of regression coefficients
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joint multivariate Student-\(t\) distribution
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bias
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risk
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general quadratic loss
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comparative study
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minimum variance unbiased estimator
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0.871667206287384
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0.8711362481117249
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0.8403154611587524
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0.8329575657844543
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0.8188232183456421
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