scientific article; zbMATH DE number 846032

MaRDI QIDQ4864552zbMATH OpenFDO

Authors Juston Anderson, Judith A. Giles

Publication date 21 April 1996

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)

Recommendations

• 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
• Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors

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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