Regression model with elliptically contoured errors (Q2863105)
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scientific article; zbMATH DE number 6231547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regression model with elliptically contoured errors |
scientific article; zbMATH DE number 6231547 |
Statements
Regression model with elliptically contoured errors (English)
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21 November 2013
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elliptically contoured distribution
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multivariate Student's \(t\)
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positive-rule shrinkage estimator
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preliminary test estimator
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signed measure
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Stein-type shrinkage estimator
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0.8548924922943115
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0.8352586627006531
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0.8202657699584961
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