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The non-optimality of interval restricted and pre-test estimators under squared error loss
Wan, Alan T. K. - 1993
Persistent link: https://www.econbiz.de/10000867363
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Estimating the error variance after a pre-test for an inequality restriction on the coefficients
Wan, Alan T. K. - 1994
Persistent link: https://www.econbiz.de/10000894251
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The optimal critical value of a pre-test for an inequality restriction in a mis-specified regression model
Wan, Alan T. K. - 1994
Persistent link: https://www.econbiz.de/10000894252
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Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
Wan, Alan T. K. - In: Economics letters 46 (1994) 3, pp. 203-210
Persistent link: https://www.econbiz.de/10001172372
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The sampling performance of inequality restricted and pre-test estimators in a mis-specified linear model
Wan, Alan T. K. - 1992
Persistent link: https://www.econbiz.de/10000847694
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On the use of the F ratio in a mis-specified model with an interval restriction
Wan, Alan T. K.; Yang, Minxian - 1994
Persistent link: https://www.econbiz.de/10000900296
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Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients
Wan, Alan T. K. - In: Statistical papers 39 (1998) 1, pp. 109-118
Persistent link: https://www.econbiz.de/10001236260
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On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
Geng, W. J.; Wan, Alan T. K. - In: Statistical papers 41 (2000) 4, pp. 453-472
Persistent link: https://www.econbiz.de/10001523634
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A Bayesian estimator of the linear regression model with an uncertain inequality constraint
Griffiths, William E.; Wan, Alan T. K. - 1994
Persistent link: https://www.econbiz.de/10000887547
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Optimal critical values of pre-tests when estimating the regression error variance : analytical findings under a general loss structure
Wan, Alan T. K.; Zou, Guohua - In: Journal of econometrics 114 (2003) 1, pp. 165-196
Persistent link: https://www.econbiz.de/10001738931