On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms (Q4337023)
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scientific article; zbMATH DE number 1010655
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| English | On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms |
scientific article; zbMATH DE number 1010655 |
Statements
On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms (English)
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27 August 1997
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Kullback-Leibler information
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Inagaki's loss function
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scale mixture of normal distribution
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multivariate \(t\) distribution
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pre-test estimator
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Stein-rule estimator
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0.7971227765083313
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0.7961307168006897
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0.7929367423057556
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