Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (Q1871564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure |
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Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (English)
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4 May 2003
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entropy loss
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first-order differentiable
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Lebesgue integrable
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linear restrictions
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LINEX loss
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quadratic loss
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risk
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variance homogeneity
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