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Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure - MaRDI portal

Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (Q1871564)

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scientific article; zbMATH DE number 1903609
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Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
scientific article; zbMATH DE number 1903609

    Statements

    Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (English)
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    4 May 2003
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    entropy loss
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    first-order differentiable
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    Lebesgue integrable
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    linear restrictions
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    LINEX loss
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    quadratic loss
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    risk
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    variance homogeneity
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