IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v44y2003i2p233-248.html
   My bibliography  Save this article

A modified generalized mixed regression estimator when disturbances are nonnormal

Author

Listed:
  • Sanjay Verma
  • R. Singh

Abstract

No abstract is available for this item.

Suggested Citation

  • Sanjay Verma & R. Singh, 2003. "A modified generalized mixed regression estimator when disturbances are nonnormal," Statistical Papers, Springer, vol. 44(2), pages 233-248, April.
    • Handle: RePEc:spr:stpapr:v:44:y:2003:i:2:p:233-248
    DOI: 10.1007/s00362-003-0148-9
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00362-003-0148-9
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00362-003-0148-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Feng Xu & Zekai He, 2020. "Testing slope homogeneity in panel data models with a multifactor error structure," Statistical Papers, Springer, vol. 61(1), pages 201-224, February.
    2. Čížek, Pavel, 2004. "(Non) Linear Regression Modeling," Papers 2004,11, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    3. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
    4. 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.
    5. Shalabh,, 2013. "A revisit to efficient forecasting in linear regression models," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 161-170.
    6. Achille VERNIZZI & Rino GOLLER & Paolo SAIS, 1995. "On the Use of Shrinkage Estimators in Filtering Extraneous Information," Departmental Working Papers 1995-15, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, revised 12 May 2016.

    Corrections

    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:stpapr:v:44:y:2003:i:2:p:233-248. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.