Asymmetric risk of the Stein variance estimator under a misspecified linear regression model

DOI10.1016/j.spl.2016.04.019zbMath1384.62243OpenAlexW2343726456MaRDI QIDQ297155

Weiwei Ouyang, Huai-Zhen Qin

Publication date: 24 June 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.04.019

zbMATH Keywords

dominanceLINEX lossinadmissibilitylatent biomarkerspre-test variance estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

Related Items

Performance of preliminary test estimators for error variance based on W, LR and LM tests

Cites Work

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