Pre-test estimation in regression under absolute error loss (Q1311288)

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scientific article; zbMATH DE number 484421
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Pre-test estimation in regression under absolute error loss
scientific article; zbMATH DE number 484421

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    Pre-test estimation in regression under absolute error loss (English)
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    23 January 1994
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    risks
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    ordinary least squares
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    restricted least squares
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    pre-test estimators
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    absolute error loss
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    quadric loss counterparts
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    risk dominance
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