Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression

DOI10.1016/j.spl.2008.02.003zbMath1283.62140MaRDI QIDQ730726

D. Kharzeev

Publication date: 30 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.003

Mathematics Subject Classification ID

62J05: Linear regression; mixed models