A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error
type: Item
instance of: scholarly article
title: A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error
zbMATH Open document ID: 0819.62048
DOI: 10.1016/0167-7152(94)00110-T
author: R. Karan Singh
author: Sheela Misra
author: Sunil Kumar Pandey
published in: Statistics \& Probability Letters
publication date: 1995-07-03T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 768790
zbMATH Keywords: generalized efficiency condition
zbMATH Keywords: generalized dominance condition
zbMATH Keywords: generalized estimator
zbMATH Keywords: estimation of regression coefficients
zbMATH Keywords: joint multivariate Student-\(t\) distribution
zbMATH Keywords: bias
zbMATH Keywords: risk
zbMATH Keywords: general quadratic loss
zbMATH Keywords: comparative study
zbMATH Keywords: minimum variance unbiased estimator
MaRDI profile type: Publication
cites work: JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
cites work: Q5659019
cites work: Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
full work available at URL: 0167-7152(94)00110-t
OpenAlex ID: W2044664379
description: scientific article; zbMATH DE number 768790