Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146334 | Journal of Multivariate Analysis | 2012 | 13 Pages |
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
Shalabh Shalabh, G. Garg, C. Heumann,