Article ID Journal Published Year Pages File Type
1146334 Journal of Multivariate Analysis 2012 13 Pages PDF
Abstract
The risk associated with the estimators of the family of feasible generalized double k-class estimators under the 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. A simulation study is conducted to study the risk of some important estimators in the family of feasible generalized double k-class estimators.
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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