Estimation of parameters of parallelism model with elliptically distributed errors
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ullah, Aman & Zinde-Walsh, Victoria, 1984. "On the Robustness of LM, LR, and W Tests in Regression Models," Econometrica, Econometric Society, vol. 52(4), pages 1055-1066, July.
- Srivastava, M. S. & Bilodeau, M., 1989. "Stein estimation under elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 28(2), pages 247-259, February.
- Loschi, Rosangela H. & Iglesias, Pilar L. & Arellano-Valle, Reinaldo B., 2003. "Predictivistic characterizations of multivariate student-t models," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 10-23, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hu, Guikai & Yu, Shenghua & Luo, Han, 2015. "Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 266-276.
- Roozbeh, Mahdi, 2015. "Shrinkage ridge estimators in semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 56-74.
More about this item
KeywordsParallelism model; Elliptically contoured distribution; Inverse Laplace transform; Signed measure; Preliminary test estimator; Stein-type shrinkage estimator; Positive-rule shrinkage estimator; Weighted quadratic loss function;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:71:y:2010:i:1:p:79-100. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.