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
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Cites work
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
- Estimation of the parameters of a regression model with a multivariate t error variable
- scientific article; zbMATH DE number 3942888 (Why is no real title available?)
- scientific article; zbMATH DE number 4076418 (Why is no real title available?)
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
Cited in
(8)- Bias of LS estimators in nonlinear regression models with constraints. I: General case.
- Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints
- Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses
- Mean square error and efficiency of the least squares estimator over interval constraints
- Applied regression analysis bibliography update 1994-97
- The bias of the least squares estimator over interval constraints
- Estimating the error variance after a pre-test for an interval restriction on the coefficients
- Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations
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