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Risk comparison of the inequality constrained least squares and other related estimators under balanced loss

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  • Wan, Alan T. K.

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  • Wan, Alan T. K., 1994. "Risk comparison of the inequality constrained least squares and other related estimators under balanced loss," Economics Letters, Elsevier, vol. 46(3), pages 203-210, November.
    • Handle: RePEc:eee:ecolet:v:46:y:1994:i:3:p:203-210
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    Cited by:

    1. Zhu, Rong & Zhou, Sherry Z.F., 2011. "Estimating the error variance after a pre-test for an interval restriction on the coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2312-2323, July.
    2. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.
    3. Buatikan Mirezi & Selahattin Kaçıranlar, 2023. "Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function," Statistical Papers, Springer, vol. 64(1), pages 73-92, February.
    4. Ohtani, Kazuhiro, 1998. "Inadmissibility of the Stein-rule estimator under the balanced loss function," Journal of Econometrics, Elsevier, vol. 88(1), pages 193-201, November.
    5. Shalabh, 2001. "Least squares estimators in measurement error models under the balanced loss function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(2), pages 301-308, December.

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