Preliminary-test Estimation of the Regression Scale Parameter when the Loss Function is Asymmetric

Preliminary-test Estimation of the Regression Scale Parameter when the Loss Function is Asymmetric PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 24

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Preliminary-test Estimation of the Regression Scale Parameter when the Loss Function is Asymmetric

Preliminary-test Estimation of the Regression Scale Parameter when the Loss Function is Asymmetric PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 24

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Estimation of the Regression Scale After a Pre-test for Homoscedasticity Under Linex Loss

Estimation of the Regression Scale After a Pre-test for Homoscedasticity Under Linex Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 36

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Preliminary-test Estimation of the Scale Parameter in a Mis-specified Regression Model

Preliminary-test Estimation of the Scale Parameter in a Mis-specified Regression Model PDF Author: David Evan A. Giles
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 34

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Handbook Of Applied Econometrics And Statistical Inference

Handbook Of Applied Econometrics And Statistical Inference PDF Author: Aman Ullah
Publisher: CRC Press
ISBN: 082474411X
Category : Mathematics
Languages : en
Pages : 741

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Book Description
Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.

The Risk Behavior of a Pre-test Estimator in a Linear Regression Model with Possible Heteroscedasticity Under the Linex Loss Function

The Risk Behavior of a Pre-test Estimator in a Linear Regression Model with Possible Heteroscedasticity Under the Linex Loss Function PDF Author: Kazuhiro Ohtani
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32

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Improving Efficiency by Shrinkage

Improving Efficiency by Shrinkage PDF Author: Marvin Gruber
Publisher: Routledge
ISBN: 1351439154
Category : Mathematics
Languages : en
Pages : 664

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Book Description
Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. The book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.;College or university bookshops may order five or more copies at a special student rate, available on request.

Pre-test Estimation of the Regression Scale Parameter with Multivariate Student-t Errors and Independent Sub-samples

Pre-test Estimation of the Regression Scale Parameter with Multivariate Student-t Errors and Independent Sub-samples PDF Author: Juston Z. Anderson
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 21

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The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss

The Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss PDF Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40

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Estimating the Error Variance After a Pre-test for an Inequality Restriction on the Coefficients

Estimating the Error Variance After a Pre-test for an Inequality Restriction on the Coefficients PDF Author: Alan T. K. Wan
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40

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Pre-test Estimation in Regression Under Absolute Error Loss

Pre-test Estimation in Regression Under Absolute Error Loss PDF Author: David E. A. Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 20

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