Improved set estimators for the coefficients of a linear model when the error distribution is spherically symmetric with unknown variances (Q3830354)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved set estimators for the coefficients of a linear model when the error distribution is spherically symmetric with unknown variances |
scientific article |
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Improved set estimators for the coefficients of a linear model when the error distribution is spherically symmetric with unknown variances (English)
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1988
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James-Stein estimator
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coverage probability
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uniform distribution
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double-exponential distribution
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multivariate t-distribution
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linear model
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James-Stein confidence sets
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normal error
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spherically symmetric error
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