scientific article; zbMATH DE number 846032

zbMATH Open0835.62054MaRDI QIDQ4864552FDOQ4864552

Judith A. Giles, Juston Anderson

Publication date: 21 April 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

additional informationquadratic lossconditional inferencetest for homogeneitynon-normal disturbancesexact riskestimation of error varianceindependent multivariate Student-\(t\) random vectorspre- test estimatorsecond sample

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cited In (3)

• Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
• Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
• Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror

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