Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss (Q1918143)
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scientific article; zbMATH DE number 906613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss |
scientific article; zbMATH DE number 906613 |
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Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss (English)
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5 September 1996
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estimators of error variance
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preliminary test
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pre-test
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homoscedasticity
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two-sample heteroscedastic linear regression model
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squared error loss
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asymmetric loss
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LINEX loss
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exact risks
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