Improved Estimation in Regression With Varying Penalty

This article considers the estimation of the intercept parameter of a simple linear regression model under asymmetric linex loss. The least-squares estimator (LSE) and the preliminary test estimator (PTE) are defined. The risk functions of the estimators are derived. The moment-generating function (...

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Veröffentlicht in:	Journal of statistical theory and practice 2012-06, Vol.6 (2), p.260-273
Hauptverfasser:	Hoque, Zahirul, Hossain, Shahadut
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymmetric loss Intercept parameter Mathematics and Statistics Preliminary test estimator Prior information Probability Theory and Stochastic Processes Statistical Theory and Methods Statistics
Online-Zugang:	Volltext
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