Performance of Double k-class Estimators for Coefficients in Linear Regression Models with Non Spherical Disturbances under Asymmetric Losses
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vor 18 Jahren
The risk of the family of feasible generalized double k-class
estimators under LINEX loss function is derived in a linear
regression model. The disturbances are assumed to be non-spherical
and their variance covariance matrix is unknown.
estimators under LINEX loss function is derived in a linear
regression model. The disturbances are assumed to be non-spherical
and their variance covariance matrix is unknown.
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vor 11 Jahren
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