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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| English | 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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0.8223960995674133
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0.7589446902275085
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0.7558361887931824
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