Performance of double k-class estimators for coefficients in linear regression models with non spherical disturbances under asymmetric losses

Shalabh; H. Toutenburg; C. Heumann

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.

Year of publication:	2006
Other Persons:	Shalabh (contributor) ; Toutenburg, Helge (contributor) ; Heumann, C. (contributor)
Publisher:	München : Techn. Univ., Sonderforschungsbereich Statistische Analyse Diskreter Strukturen
Subject:	Schätztheorie \| Estimation theory

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