Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper...

The predictive distributions of the future responses and regression matrix under the multivariate elliptically contoured distributions are derived using structural approach. The predictive distributions are obtained as matrix-t which are identical to those obtained under matrix normal and...