Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors (Q4337331)
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scientific article; zbMATH DE number 1010927
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| English | Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors |
scientific article; zbMATH DE number 1010927 |
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Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors (English)
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12 November 1998
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coverage probability
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disturbance variance
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linear model
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robustness
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preliminary test estimation
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Stein type estimator
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multivariate Student-\(t\) distribution
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0.7947085499763489
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0.7600571513175964
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0.7589446902275085
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0.7528889179229736
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