Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors (Q4340604)
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scientific article; zbMATH DE number 1019650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors |
scientific article; zbMATH DE number 1019650 |
Statements
Shrinkage Pre-Test Estimator of the Intercept Parameter for a Regression Model with Multivariate Student-t Errors (English)
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18 September 1997
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inverted gamma
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noncentral \(F\) distributions
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incomplete beta distribution
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mean square errors
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unrestricted estimators
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restricted estimators
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multivariate Student-\(t\) error distribution
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uncertain prior information
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slope parameter
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intercept parameter
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simple regression model
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shrinkage preliminary test maximum likelihood estimators
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bias
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mean square error
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relative efficiences
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maximin criterion
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optimal significance level
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