Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
نویسندگان
چکیده
The risk of the family of feasible generalized double k-class estimators under 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.
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 112 شماره
صفحات -
تاریخ انتشار 2012