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Estimation in restricted regression model with multivariate-\(t\) distributed error - MaRDI portal

Estimation in restricted regression model with multivariate-\(t\) distributed error (Q1395951)

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scientific article; zbMATH DE number 1941518
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Estimation in restricted regression model with multivariate-\(t\) distributed error
scientific article; zbMATH DE number 1941518

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    Estimation in restricted regression model with multivariate-\(t\) distributed error (English)
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    9 October 2003
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    linear restrictions
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    multivariate \(t\)-distribution
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    quadratic loss function
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    bias
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    risk
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