On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms

DOI10.1080/03610929608831822zbMath0900.62283OpenAlexW2041644068MaRDI QIDQ4337251

Alan T. K. Wan

Publication date: 19 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831822

zbMATH Keywords

linear regressioninequality restrictionsmultivariate \(t\) distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Related Items

Estimating the error variance after a pre-test for an interval restriction on the coefficients ⋮ Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses ⋮ Applied regression analysis bibliography update 1994-97

Uses Software

• NAG
• nag

Cites Work

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• Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Estimation of the parameters of a regression model with a multivariate t error variable
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms