Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors
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- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
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- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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- Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
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Cited in
(5)- scientific article; zbMATH DE number 5563734 (Why is no real title available?)
- Regression model with elliptically contoured errors
- The risk of tensor Stein-rules in elliptically contoured distributions
- Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
- A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted
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