Double k-Class Estimators in Regression
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Alan T.K. Wan; Anoop Chaturvedi
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Article
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2001
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Elsevier Science
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English
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In this paper, we consider a family of feasible generalised double k-class estimators in a linear regression model with non-spherical disturbances. We derive the large sample asymptotic distribution of the proposed family of estimators and compare its performance with the feasible generalized least