Improved variance estimation under sub-space restriction

Author:

Arashi M.,Tabatabaey S.M.M.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference19 articles.

1. Comparing risks of estimators in multiple regression model under multivariate–Student t errors;Arashi;J. Iran. Stat. Sci.,2007

2. Mathematical properties of the multivariate t distribution;Nadarajah;Acta Appl. Math.,2005

3. On the robustness of LM, LR and W tests in regression models;Ullah;Econometrica,1984

4. Robust statistical modeling using the t-distribution;Lange;J. Amer. Statist. Assoc.,1989

5. S.M.M. Tabatabaey, Preliminary test approach estimation: Regression model with spherically symmetric errors, Ph.D. Thesis, Carleton University, Canada, 1995

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