Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/02331888.2010.535902
Reference31 articles.
1. Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-tError Terms
2. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices
3. Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
4. Conflict Between Pretest Estimators Induced by Three Large Sample Tests Under a Regression Model with Student t-error
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