Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances

DOI10.1007/S11424-012-0051-3MaRDI QIDQ394450zbMATH OpenOpenAlexFDO

Authors Anoop Chaturvedi, Suchita Kesarwani

Publication date 27 January 2014

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-012-0051-3

zbMATH Keywords

risklarge sample asymptoticminimum Mean square errornon-spherical disturbancesPitman nearness criterion quadratic loss

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

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Cited in

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• Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors

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