An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
From MaRDI portal
(Redirected from Publication:1124989)
Recommendations
- Asymmetric risk of the Stein variance estimator under a misspecified linear regression model
- Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression
- A note on inadmissibility of the iterative Stein-rule estimator of the disturbance variance
- More on the inadmissability of the iterative Stein-Rule estimator of the disturbance variance in a linear regression
Cites work
- scientific article; zbMATH DE number 3569699 (Why is no real title available?)
- scientific article; zbMATH DE number 274399 (Why is no real title available?)
- scientific article; zbMATH DE number 3350922 (Why is no real title available?)
- A note on almost unbiased generalized ridge regression estimator under asymmetric loss
- Admissible estimation for finite population under the Linex loss function
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- Exact small sample properties of an operational variant of the minimum mean squared error estimator
- Generalized ridge regression estimators under the LINEX loss function
- Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression
- Minimum mean square error estimation in linear regression
- On an adjustment of degrees of freedom in the minimim mean squared error ertimator
- On the minimum mean squared error estimators in a regression model
- Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances
- Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's
- The Minimum Mean Square Error Linear Estimator and Ridge Regression
Cited in
(8)- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
- Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances
- Asymmetric risk of the Stein variance estimator under a misspecified linear regression model
- MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression
- On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
- Minimax and -minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
- New biased estimators under the LINEX loss function
- Minimax invariant estimator of continuous distribution function under LINEX loss
This page was built for publication: An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1124989)
