AFFINE- AND SCALE-EQUIVARIANT -ESTIMATORS IN LINEAR
MODEL
Abstract: -estimators of regression parameter vector in linear model, studentized by a
suitable affine-invariant and scale-equivariant scale statistic, become affine- and
scale-equivariant. We study some asymptotic properties of studentized -estimators and
give a brief review of suitable studentizing statistics, proposed in the literature.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -