An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss (Q1124989)

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An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
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    An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss (English)
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    29 November 1999
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    error variance
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    minimum mean squared error
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    risk
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    LINEX loss
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