Optimal critical values of a preliminary test for linear restrictions in a regression model with multivariate Student-\(t\) disturbances

zbMath0935.62078MaRDI QIDQ1965934

Jason K. Wong, Judith A. Giles

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

F-testleast squares estimationconditional inferencelinear regression modelminimax rule

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

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