Pages that link to "Item:Q3747520"

The following pages link to Estimation of the parameters of a regression model with a multivariate t error variable (Q3747520):

Displaying 50 items.

• Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility (Q397924) (← links)
• Multivariate linear regression with non-normal errors: a solution based on mixture models (Q637985) (← links)
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) (← links)
• Discrimination of observations into one of two elliptic populations based on monotone training samples (Q851235) (← links)
• Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom (Q900114) (← links)
• Estimation methods for the multivariate \(t\) distribution (Q925280) (← links)
• Some useful integrals and their applications in correlation analysis (Q1015473) (← links)
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model (Q1117639) (← links)
• Bayes prediction in regressions with elliptical errors (Q1123504) (← links)
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
• Locally minimax test of independence in elliptically symmetrical distributions with additional observations (Q1185335) (← links)
• Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models (Q1189352) (← links)
• The probability content of cones in isotropic random fields (Q1268019) (← links)
• An asymptotic test of independence for multivariate \(t\) and Cauchy random variables with applications (Q1373381) (← links)
• A measure of total variability for the multivariate \(t\) distribution with applications to finance (Q1373382) (← links)
• Estimation in restricted regression model with multivariate-\(t\) distributed error (Q1395951) (← links)
• Hypothesis testing for the generalized multivariate modified Bessel model (Q1403423) (← links)
• Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models (Q1421859) (← links)
• A multivariate linear regression analysis using finite mixtures of \(t\) distributions (Q1621290) (← links)
• Posterior analysis of state space model with spherical symmetricity (Q1657905) (← links)
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances (Q1801426) (← links)
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors (Q1861396) (← links)
• Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models (Q1927360) (← links)
• Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution (Q2259075) (← links)
• Bayesian variable selection in linear regression models with non-normal errors (Q2324308) (← links)
• The mathematical expectation of sample variance: a general approach (Q2340809) (← links)
• Estimation of the characteristic roots of the scale matrix (Q2564987) (← links)
• Interval estimation of parameters in a multivariate \(t\)-model with Rao's simple structure (Q2860383) (← links)
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances (Q3125760) (← links)
• Stabilizing the Performance of Kurtosis Estimator of Multivariate Data (Q3168328) (← links)
• Joint modelling of location and scale parameters of the t distribution (Q3429986) (← links)
• A Joint Model for Longitudinal Measurements and Survival Data in the Presence of Multiple Failure Types (Q3530092) (← links)
• (Q3702304) (← links)
• Distribution of the correlation matrix for a class of elliptical models (Q4202712) (← links)
• Measures of dependence for the multivariate t distribution with applications to the stock market (Q4246301) (← links)
• On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms (Q4337023) (← links)
• On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms (Q4337251) (← links)
• Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors (Q4337331) (← links)
• Estimation of The Trace of The Scale Matrix of A Multivariate T-Model Using Regression Type Estimator Statistics (Q4344166) (← links)
• The emperor's new clothes: a critique of the multivariate <i>t</i> regression model (Q4372930) (← links)
• Comparison of estimators of means based on p-samples from multivariate student-t population (Q4383758) (← links)
• Bias corrected estimates in multivariate student t regression models (Q4550610) (← links)
• Estimation and hypothesis testing in multivariate linear regression models under non normality (Q4586588) (← links)
• Advances and Challenges in Inferences for Elliptically Contoured t Distributions (Q4645247) (← links)
• Estimation of the Trace of the Scale Matrix of the Scale Mixture of Multivariate Normal Distributions (Q4718612) (← links)
• On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances (Q4861310) (← links)
• MSE performance and minimax regret significance points for a HPT estimator under a multivariate <font><i>t</i></font> error distribution (Q4976196) (← links)
• PMSE performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term (Q5076902) (← links)
• Some finite sample results for a system of seemingly unrelated regression equations (Q5079923) (← links)
• The structural Sharpe model under<i>t</i>-distributions (Q5123670) (← links)