Some improved estimators in the case of possible heteroscedasticity (Q2266340): Difference between revisions
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Revision as of 06:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some improved estimators in the case of possible heteroscedasticity |
scientific article |
Statements
Some improved estimators in the case of possible heteroscedasticity (English)
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1984
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Under a two-sample linear statistical model with a common location vector but possibly different scale parameters and a squared error loss measure of performance, the sampling properties of traditional and Stein-like estimators are compared and analytically evaluated. The corresponding pre-test estimator under possible heteroscedasticity is analyzed and its inadmissibility under squared error loss is demonstrated.
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traditional estimators
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two-sample linear statistical model
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common location vector
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squared error loss
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sampling properties
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Stein-like estimators
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pre-test estimator
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heteroscedasticity
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inadmissibility
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