Estimation of parameters of the simple multivariate linear model with student-t errors
Article
Article Title | Estimation of parameters of the simple multivariate linear model with student-t errors |
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ERA Journal ID | 900 |
Article Category | Article |
Authors | |
Author | Khan, Shahjahan |
Journal Title | Journal of Statistical Research |
Journal Citation | 39 (2), pp. 79-94 |
Number of Pages | 16 |
Year | 2005 |
Place of Publication | Dhaka, Bangladesh |
ISSN | 0020-3165 |
0256-422X | |
Web Address (URL) | http://www.isrt.ac.bd/images/jsr/v39n2/shahjahan.pdf |
Abstract | This paper considers estimation of the intercept and slope vector parameters of the simple multivariate linear regression model with Student-t errors in the presence of uncertain prior information on the value of the unknown slope vector. The unrestricted,restricted, preliminary test, shrinkage, and positive-rule shrinkage estimators are defined together with the expressions for the bias, quadratic bias, quadratic risk and mean squared errors |
Keywords | multivariate regression model; student-t errors; unrestricted; restricted; preliminary test; shrinkage and positive-rule shrinkage estimators; bias; quadratic risk; mean squared error and relative efficiency |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
Byline Affiliations | Department of Mathematics and Computing |
https://research.usq.edu.au/item/9xw7z/estimation-of-parameters-of-the-simple-multivariate-linear-model-with-student-t-errors
2012
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