Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk
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Publication:451246
DOI10.1016/J.JECONOM.2006.07.003zbMATH Open1247.91145OpenAlexW2015565872MaRDI QIDQ451246FDOQ451246
Authors: Jiří Reif 
Publication date: 23 September 2012
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.07.003
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- Estimates of Linear Combinations of the Parameters in the Mean Vector of a Multivariate Distribution
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- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- A note on a Bayesian estimator in an autocorrelated error model
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
- Optimal pre-test estimators in regression
- The traditional pretest estimator
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- Estimation of the mean of a univariate normal distribution with known variance
Cited In (5)
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