Statistical inference for models with multivariate t-distributed errors
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Statistical inference for models with multivariate \(t\)-distributed errors
Linear regression; mixed models (62J05) Applications of statistics (62Pxx) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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(14)- Inference in multivariate linear regression models with elliptically distributed errors
- Statistical estimation for stationary models with tapered data
- Statistical inference for stationary linear models with tapered data
- Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
- The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
- Shrinkage estimator of regression model under asymmetric loss
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
- Conditional inference for treatment and error in multivariate analysis
- Estimation in the complementary exponential geometric distribution based on progressive type-II censored data
- Multivariate T-Distributions and Their Applications
- The generalized preliminary test estimator when different sets of stochastic restrictions are available
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
- Interval estimation of parameters in a multivariate \(t\)-model with Rao's simple structure
- Improved mixed model for longitudinal data analysis using shrinkage method
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