Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions (Q3785795)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions |
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Statements
1987
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bounded asymmetric loss functions
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restricted parameter space
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minimum risk
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variance estimation
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Median unbiased estimators
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elliptically symmetric distributions
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generalized least squares estimator
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monotone loss function
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nonlinear constraint
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best unbiased estimator of the error variance
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Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions (English)
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