Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
From MaRDI portal
Recommendations
- Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
- scientific article; zbMATH DE number 6951457
- Preliminary-test estimation of the scale parameter in a mis-specified regression model
- On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
- Improved estimation in regression with varying penalty
Cites work
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
- ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
- scientific article; zbMATH DE number 3942888 (Why is no real title available?)
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- Improved estimation of the disturbance variance in a linear regression model
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
- On the admissibility of an estimator of a normal mean vector under a LINEX loss function
- On the admissibility of c[Xbar] + d with respect to the linex loss function
- On the estimation of a variance ratio
- On the minimaxity of pitman type estimator under a linex loss function
- Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Preliminary-test estimation of the standard error of estimate in linear regression
- Some properties of an estimator for the variance of a normal distribution
- The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter
Cited in
(23)- Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
- Inadmissibility of the Stein-rule estimator under the balanced loss function
- Pre-test estimation in regression under absolute error loss
- The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
- Stein estimation -- a review
- On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
- Preliminary test estimation in system regression models in view of asymmetry
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
- Generalized ridge regression estimators under the LINEX loss function
- Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
- Estimating the error variance after a pre-test for an inequality restriction on the coefficients
- Improved estimation in regression with varying penalty
- The exact risks of some pre-test and stein-type regression estimators umder balanced loss
- Stabilizing the performance of kurtosis estimator of multivariate data
- Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
- On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
- ADMISSIBILITY OF BAYES ESTIMATES UNDER BLINEX LOSS FOR THE NORMAL MEAN PROBLEM
- scientific article; zbMATH DE number 6951457 (Why is no real title available?)
- Shrinkage estimator of regression model under asymmetric loss
- Stein-type improved estimation of standard error under asymmetric LINEX loss function
- Performance of Preliminary Test Estimator Under Linex Loss Function
- Preliminary-test estimation of the scale parameter in a mis-specified regression model
This page was built for publication: Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4275753)
