Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model (Q4275775)
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scientific article; zbMATH DE number 487258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model |
scientific article; zbMATH DE number 487258 |
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Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model (English)
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20 January 1994
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mis-specified regression models
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spherical symmetry
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multivariate Student-\(t\)
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simple heteroscedastic linear regression model
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scale parameter
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two sample linear regression model
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exact risk
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quadratic loss
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pre-test estimator
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