Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error (Q2931560)

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Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error
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    Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error (English)
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    26 November 2014
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    preliminary test estimator
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    Student-\(t\) error
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    Wald test
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    likelihood ratio test
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    Lagrangian multiplier test
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