Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss

DOI10.2307/1913629zbMath0679.62100OpenAlexW1971127488MaRDI QIDQ4729229

Robert Bohrer, George G. Judge, Thomas A. Yancey

Publication date: 1989

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913629

zbMATH Keywords

risk characteristicslikelihood ratiosquared error losspreliminary test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

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The exact density and distribution functions of the inequality constrained and pre-test estimators ⋮ On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation ⋮ On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss ⋮ Testing inequality constraints in a linear regression model with spherically symmetric disturbances

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