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Least squares estimators in measurement error models under the balanced loss function

✍ Scribed by Shalabh


Book ID
110575617
Publisher
CrossRef test prefix
Year
2001
Tongue
English
Weight
295 KB
Volume
10
Category
Article
ISSN
1234-5678

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We consider the problem of estimating the sum of squared error loss \(L=|\beta-\hat{\beta}|^{2}\) of the least-squares esitmator \(\hat{\beta}\) for \(\beta\), the regression coefficient. The standard estimator \(\ell_{0}\) is the expected value of \(L\). Here the error variance is assumed to be kno