A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error

DOI10.1016/0167-7152(94)00110-TzbMath0819.62048OpenAlexW2044664379MaRDI QIDQ1892977

Sheela Misra, R. Karan Singh, Sunil Kumar Pandey

Publication date: 3 July 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00110-t

zbMATH Keywords

biasriskcomparative studyminimum variance unbiased estimatorgeneral quadratic lossgeneralized estimatorestimation of regression coefficientsgeneralized dominance conditiongeneralized efficiency conditionjoint multivariate Student-\(t\) distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (2)

Bayesian analysis in multivariate regression models with conjugate priors ⋮ A note on linearly constrained Bayes estimator in elliptical models

Cites Work

• JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Unnamed Item

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