reasonably well. In this paper, we assume in the multiple regression model, that the error vector follows multivariate Student-t distribution as a viable alternative to the multivariate normal and obtain unrestricted and restricted estimators under...

In the linear regression model y=Xb+e, we assume given positive definite scale matrix

S, the error vector is distributed as multivariate normal and S

has inverted Wishart distribution. Under an orthogonal ...

The problem of estimation of the regression coefficients in a multiple regression model is considered under multicollinearity situation. Further it is suspected that the regression coefficients may be restricted to a ...