Pre-test estimation under squared error loss

DOI10.1016/0165-1765(83)90028-9zbMath1273.91366OpenAlexW1970934440WikidataQ127921880 ScholiaQ127921880MaRDI QIDQ374780

George G. Judge, Mary Ellen Bock, Thomas A. Yancey

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90028-9

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (3)

A class of admissible estimators of multiple regression coefficient with an unknown variance ⋮ The non-optimality of the inequality restricted estimator under squared error loss ⋮ The exact risks of some pre-test and stein-type regression estimators umder balanced loss

Cites Work

• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
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