The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model (Q4337024)

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scientific article; zbMATH DE number 1010656
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The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model
scientific article; zbMATH DE number 1010656

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    The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model (English)
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    13 June 2000
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    coverage probability
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    disturbance variance
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    equal-tailed confidence interval
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    improvement
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    linear model
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    shortest unbiased confidence interval
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    Stein-type estimator
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