Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
type: Item
instance of: scholarly article
title: Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
zbMATH Open document ID: 0746.62063
DOI: 10.1016/0304-4076(92)90091-5
author: Judith A. Giles
published in: Journal of Econometrics
publication date: 1992-09-27T00:00:00Z
full work available at URL: canterbury-nz-023.pdf
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 63604
zbMATH Keywords: spherically symmetric disturbances
zbMATH Keywords: quadratic loss
zbMATH Keywords: estimate of the error variance
zbMATH Keywords: pre-test for homogeneity
zbMATH Keywords: two-sample linear regression model
zbMATH Keywords: normal disturbances
zbMATH Keywords: never-pool variance estimators
zbMATH Keywords: least squares principle
zbMATH Keywords: variance mixing distributions
zbMATH Keywords: multivariate Student-\(t\) disturbances
zbMATH Keywords: optimal test critical value
MaRDI profile type: Publication
OpenAlex ID: W2065236084
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description: scientific article; zbMATH DE number 63604