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

โœ Scribed by Shalabh; G. Garg; C. Heumann


Book ID
119300429
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
395 KB
Volume
112
Category
Article
ISSN
0047-259X

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Double k-Class Estimators in Regression
โœ Alan T.K. Wan; Anoop Chaturvedi ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 167 KB

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