Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
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References listed on IDEAS
- Giles, Judith A., 1991. "Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances," Journal of Econometrics, Elsevier, vol. 50(3), pages 377-398, December.
- Giles, David E. A., 1993. "Pre-test estimation in regression under absolute error loss," Economics Letters, Elsevier, vol. 41(4), pages 339-343.
- Giles, David E. A. & Srivastava, Virendra K., 1993. "The exact distribution of a least squares regression coefficient estimator after a preliminary t-test," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 59-64, January.
- Giles, Judith A & Giles, David E A, 1993. " Pre-test Estimation and Testing in Econometrics: Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 7(2), pages 145-197, June.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Bayes Estimators, Loss Functions, and J. M. Keynes
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2012-05-11 22:20:00
More about this item
Keywordspreliminary testing; risk function; Bayes estimation;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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