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Volumn 14, Issue 2, 2005, Pages 385-396

Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used

Author keywords

Balanced loss function; Exact restrictions; Missing observations

Indexed keywords


EID: 31144459008     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02595409     Document Type: Article
Times cited : (10)

References (11)
  • 1
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  • 2
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    • The exact risk of some pre-test and Stein-type regression estimators under balanced loss
    • GILES, J. A., GILES, D. E. A., and OHTANI, K. (1996). The exact risk of some pre-test and Stein-type regression estimators under balanced loss. Communications in Statistics. Theory and Methods, 25:2901-2929.
    • (1996) Communications in Statistics. Theory and Methods , vol.25 , pp. 2901-2929
    • Giles, J.A.1    Giles, D.E.A.2    Ohtani, K.3
  • 5
    • 85006546279 scopus 로고    scopus 로고
    • The exact risk of weighted average of the OLS and Stein rule estimators in regression under balanced loss
    • OHTANI, K. (1998). The exact risk of weighted average of the OLS and Stein rule estimators in regression under balanced loss. Economics Letter, 16:35-45.
    • (1998) Economics Letter , vol.16 , pp. 35-45
    • Ohtani, K.1
  • 6
    • 3042515411 scopus 로고    scopus 로고
    • The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
    • OHTANI, K., GILES, D. E. A., and GILES, J. A. (1997). The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function. Econometric Reviews, 16:119-130.
    • (1997) Econometric Reviews , vol.16 , pp. 119-130
    • Ohtani, K.1    Giles, D.E.A.2    Giles, J.A.3
  • 8
    • 0039270410 scopus 로고    scopus 로고
    • Predictive performance of the methods of restricted and mixed regression estimators
    • TOUTENBURG, H. and SHALABH (1996). Predictive performance of the methods of restricted and mixed regression estimators. Biometrical Journal, 38:951-959.
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    • Toutenburg, H.1    Shalabh2
  • 9
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    • A Bayesian approach to real estate assessment
    • S. E. Fienberg and A. Zellner, eds.. North-Holland, Amsterdam
    • VARIAN, H. R. (1974). A Bayesian approach to real estate assessment. In S. E. Fienberg and A. Zellner, eds., Studies in Bayesian Econometrics and Statistics in honor of Leonard J. Savage, pp. 195-208. North-Holland, Amsterdam.
    • (1974) Studies in Bayesian Econometrics and Statistics in Honor of Leonard J. Savage , pp. 195-208
    • Varian, H.R.1
  • 10
    • 21844500773 scopus 로고    scopus 로고
    • Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
    • WAN, A. T. K. (1996). Risk comparison of the inequality constrained least squares and other related estimators under balanced loss. Economics Letter, 46:203-210.
    • (1996) Economics Letter , vol.46 , pp. 203-210
    • Wan, A.T.K.1
  • 11
    • 0000201120 scopus 로고
    • Bayesian and non-Bayesian estimation using balanced loss functions
    • S. S. Gupta and J. O. Berger, eds.. Springer-Verlag, Berlin
    • ZELLNER, A. (1994). Bayesian and non-Bayesian estimation using balanced loss functions. In S. S. Gupta and J. O. Berger, eds., Statistical Decision Theory and Related Topics V, pp. 377-390. Springer-Verlag, Berlin.
    • (1994) Statistical Decision Theory and Related Topics , vol.5 , pp. 377-390
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.