Search for dissertations about: "Test for homoscedasticity"

Found 1 swedish dissertation containing the words Test for homoscedasticity.

2. 1. Statistical Properties of Preliminary Test Estimators

   Author : Nicklas Korsell; Rolf Larsson; Johan Lyhagen; Tore Schweder; Uppsala universitet; []
   Keywords : Statistics; Linear regression; Preliminary test; Model selection; Test for homoscedasticity; Variance components; Truncated estimators; Inertia of matrices; Statistik;

   Abstract : This thesis investigates the statistical properties of preliminary test estimators of linear models with normally distributed errors. Specifically, we derive exact expressions for the mean, variance and quadratic risk (i.e. the Mean Square Error) of estimators whose form are determined by the outcome of a statistical test. READ MORE