Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors

Communications in Statistics - Theory and Methods

Volumn 26, Issue 2, 1997, Pages 503-523

  Nagata, Yasushi ^a  

^a OKAYAMA UNIVERSITY   (Japan)

Author keywords

Coverage probability; Disturbance variance; Linear model; Multivariate student t distribution; Preliminary test estimation; Robustness; Stein type estimator

Indexed keywords

CALCULATIONS; ERROR ANALYSIS; ESTIMATION; FUNCTIONS; NUMERICAL METHODS; PROBABILITY; REGRESSION ANALYSIS;

COVERAGE PROBABILITY; DISTURBANCE VARIANCE; LINEAR REGRESSION MODEL; PRELIMINARY TEST ESTIMATION; STAIN TYPE ESTIMATOR;

MATHEMATICAL MODELS;

EID: 0031382046     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708831930     Document Type: Article

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