An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
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Publication:1124989
DOI10.1016/S0167-7152(99)00065-6zbMath0934.62069MaRDI QIDQ1124989
Hiroko Kurumai, Alan T. K. Wan
Publication date: 29 November 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Statistical decision theory (62C99)
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