Karan Singh, R.; Misra, Sheela; Pandey, S. K. - In: Statistics & Probability Letters 23 (1995) 2, pp. 171-178
A generalized estimator representing a class of estimators is proposed for the estimation of regression coefficients in the linear regression model when the error components have the joint multivariate Student-t distribution. Approximate expressions for the bias and the risk of the proposed...