The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
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Publication:4337170
DOI10.1080/03610929608831744zbMath0875.62141OpenAlexW2028113030MaRDI QIDQ4337170
Publication date: 5 November 1997
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831744
linear modelcoverage probabilityunbiasednesspreliminary test estimationdisturbance varianceStein type estimatorNeyman accuracyWolfowitz accuracy
Related Items (2)
Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors ⋮ Stein estimation -- a review
Cites Work
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