Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors (Q4337331)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1010927
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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 |
Statements
Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors (English)
0 references
12 November 1998
0 references
coverage probability
0 references
disturbance variance
0 references
linear model
0 references
robustness
0 references
preliminary test estimation
0 references
Stein type estimator
0 references
multivariate Student-\(t\) distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7947085499763489
0 references
0.7600571513175964
0 references
0.7589446902275085
0 references
0.7528889179229736
0 references
