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Estimation in restricted regression model with multivariate t distributed error

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  • Sanjay Verma
  • R. Karan Singh

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  • Sanjay Verma & R. Karan Singh, 2002. "Estimation in restricted regression model with multivariate t distributed error," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 67-82.
    • Handle: RePEc:mtn:ancoec:2002:1:05
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    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2002-LX-1_2-5.pdf
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    References listed on IDEAS

    as
    1. Ullah, A. & Srivastava, V. K. & Chandra, R., 1983. "Properties of shrinkage estimators in linear regression when disturbances are not normal," Journal of Econometrics, Elsevier, vol. 21(3), pages 389-402, April.
    2. Kadane, Joseph B, 1971. "Comparison of k-Class Estimators when the Disturbances are Small," Econometrica, Econometric Society, vol. 39(5), pages 723-737, September.
    3. Singh, R. Karan, 1994. "Estimation of restricted regression model when disturbances are not necessarily normal," Statistics & Probability Letters, Elsevier, vol. 19(2), pages 101-109, January.
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