The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function (Q4355149)
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scientific article; zbMATH DE number 1062690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function |
scientific article; zbMATH DE number 1062690 |
Statements
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function (English)
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17 September 1997
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heteroskedasticity
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sequential estimator
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balanced loss function
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goodness of fit
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pre-test estimator
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homoskedasticity
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two stage Aitken estimator
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ordinary least squares estimator
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