Search Results - subject:"sequential estimator"

The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function

Ohtani, Kazuhiro; Giles, David; Giles, Judith - In: Econometric Reviews 16 (1997) 1, pp. 119-130

We examine the risk of a pre-test estimator for regression coefficients after a pre-test for homoskedasticity under the Balanced Loss Function (BLF). We show analytically that the two stage Aitken estimator is dominated by the pre-test estimator with the critical value of unity, even if the BLF...

Persistent link: https://www.econbiz.de/10005476063

Sequential estimation of a parameter of an exponential distribution

Isogal, Eiichi; Uno, Chikara - In: Annals of the Institute of Statistical Mathematics 46 (1994) 1, pp. 77-82

Persistent link: https://www.econbiz.de/10005616122