An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
type: Item
instance of: scholarly article
title: An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
zbMATH Open document ID: 0934.62069
DOI: 10.1016/S0167-7152(99)00065-6
author: Alan T. K. Wan
author: Hiroko Kurumai
published in: Statistics \& Probability Letters
publication date: 1999-11-29T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C99
zbMATH DE Number: 1371482
zbMATH Keywords: error variance
zbMATH Keywords: minimum mean squared error
zbMATH Keywords: risk
zbMATH Keywords: LINEX loss
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1371482