On the sensitivity of pre-test estimators to covariance misspecification

DOI10.1016/j.jspi.2010.06.003zbMath1204.62118MaRDI QIDQ710783

Guo Hua Zou, Sherry Z. F. Zhou, Huai-Zhen Qin

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.003

zbMATH Keywords

robustness; pre-test; linear restrictions; non-spherical disturbances

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F30: Parametric inference under constraints

62F35: Robustness and adaptive procedures (parametric inference)

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