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Showing 1 results for Inverse Wishart Distribution.
Mohammad Arashi, Mahammad Mahdi Tabatabaei,
Volume 1, Issue 2 (2-2008)
Abstract
In this paper, we obtain the generalized least square, restricted generalized least square and shrinkage estimators for the regression vector parameter assuming that the errors have multivariate t distribution. Also we calculate their quadratic risks and propose the dominance order of the underlying estimators.
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