Arashi, M.; Kibria, B.M. Golam; Norouzirad, M.; … - In: Journal of Multivariate Analysis 126 (2014) C, pp. 53-74
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...