Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
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Publication:476242
DOI10.1016/j.jmva.2014.09.012zbMath1302.62166OpenAlexW2032724455MaRDI QIDQ476242
Guikai Hu, Han Luo, Sheng-Hua Yu
Publication date: 28 November 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.09.012
Related Items
The risk of tensor Stein-rules in elliptically contoured distributions ⋮ Performance of preliminary test estimators for error variance based on W, LR and LM tests ⋮ Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors ⋮ The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
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