Improved set estimators for the coefficients of a linear model when the error distribution is spherically symmetric with unknown variances (Q3830354)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Improved set estimators for the coefficients of a linear model when the error distribution is spherically symmetric with unknown variances
scientific article

    Statements

    Improved set estimators for the coefficients of a linear model when the error distribution is spherically symmetric with unknown variances (English)
    0 references
    0 references
    0 references
    1988
    0 references
    James-Stein estimator
    0 references
    coverage probability
    0 references
    uniform distribution
    0 references
    double-exponential distribution
    0 references
    multivariate t-distribution
    0 references
    linear model
    0 references
    James-Stein confidence sets
    0 references
    normal error
    0 references
    spherically symmetric error
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references