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MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms - MaRDI portal

MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms (Q5928228)

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scientific article; zbMATH DE number 1582211
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MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms
scientific article; zbMATH DE number 1582211

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    MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms (English)
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    19 July 2001
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    Stein-rule estimator
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    mean squared error
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    two-stage hierarchical information
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