Pre-test estimation in regression under absolute error loss
type: Item
instance of: scholarly article
title: Pre-test estimation in regression under absolute error loss
zbMATH Open document ID: 0784.62055
DOI: 10.1016/0165-1765(93)90202-N
author: David E. Giles
published in: Economics Letters
publication date: 1994-01-23T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 484421
zbMATH Keywords: risks
zbMATH Keywords: ordinary least squares
zbMATH Keywords: restricted least squares
zbMATH Keywords: pre-test estimators
zbMATH Keywords: absolute error loss
zbMATH Keywords: quadric loss counterparts
zbMATH Keywords: risk dominance
describes a project that uses: SHAZAM
MaRDI profile type: Publication
cites work: Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
cites work: Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods
cites work: Q4178373
cites work: Q4140257
description: scientific article; zbMATH DE number 484421