Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric (Q4275753)
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scientific article; zbMATH DE number 487237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric |
scientific article; zbMATH DE number 487237 |
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Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric (English)
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20 January 1994
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conditional inference
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risk properties
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quadratic loss
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scale parameter
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preliminary test for exact linear restrictions
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LINEX loss function
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asymmetric penalty
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exact risk of estimators of the error variance
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