Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss

Journal of Statistical Planning and Inference

Volumn 50, Issue 1, 1996, Pages 21-35

  Giles, Judith A ^a   Giles, David E A ^a  

^a UNIVERSITY OF VICTORIA   (Canada)

Author keywords

Asymmetric loss function; Heteroscedasticity; Preliminary test; Risk under LINEX loss; Risk under squared error loss

Indexed keywords

EID: 0030584330     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-3758(95)00043-7     Document Type: Article

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