Some improved estimators in the case of possible heteroscedasticity (Q2266340): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4076(84)90042-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1991004598 / rank | |||
Normal rank | |||
Revision as of 23:52, 19 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)
0 references
1984
0 references
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.
0 references
traditional estimators
0 references
two-sample linear statistical model
0 references
common location vector
0 references
squared error loss
0 references
sampling properties
0 references
Stein-like estimators
0 references
pre-test estimator
0 references
heteroscedasticity
0 references
inadmissibility
0 references
