Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression

Author:

Arashi M.,Tabatabaey S.M.M.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

1. Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions;Anderson;The Canadian J. Statist.,1986

2. Arashi, M., Tabatabaey, S.M.M., 2008. Comparing risks of estimators in multiple regression model under multivariate-student t errors. J. Iranian Statist. S. 2 (in press)

3. On biases in estimation due to the use of preliminary tests of significance;Bancroft;Ann. Math. Statist.,1944

4. Estimation and decision for linear systems with elliptically random process;Chu;IEEE Trans. Automat. Control,1973

5. James, W., Stein, C., 1961. Estimation with quadratic loss. In: Proceedings of the Fourth Berkeley Symposium on Math. Statist. and Prob., University of California Press, Berkeley, vol. 1, pp. 361–379

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