Pre-test estimation under squared error loss
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Recommendations
- Pre-test estimation in regression under absolute error loss
- Optimal pre-test estimators in regression
- Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity
- The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
- Preliminary-test estimation of the standard error of estimate in linear regression
Cites work
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 3251903 (Why is no real title available?)
- Estimation with quadratic loss.
- Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
Cited in
(10)- A class of admissible estimators of multiple regression coefficient with an unknown variance
- Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss
- Pre-test estimation in regression under absolute error loss
- Optimal critical regions for pre-test estimators using a Bayes risk criterion
- Performance of Preliminary Test Estimator Under Linex Loss Function
- scientific article; zbMATH DE number 4066197 (Why is no real title available?)
- A minimum mean squared error semiparametric combining estimator
- The traditional pretest estimator
- The exact risks of some pre-test and stein-type regression estimators umder balanced loss
- The non-optimality of the inequality restricted estimator under squared error loss
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