Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses

DOI10.1016/j.jmva.2012.05.014zbMath1274.62456MaRDI QIDQ450850

J. Herrera, D. Rodríguez-Gómez

Publication date: 26 September 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.014

zbMATH Keywords

LINEX loss function; multiple linear regression; double \(k\)-class estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models