مرکز منطقه ای اطلاع رساني علوم و فناوري - An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss

Title of article :

An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss

Author/Authors :

Alan T. K. Wan، نويسنده , , Hiroko Kurumai، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1999

Pages :

From page :

253

To page :

259

Keywords :

Error Variance , LINEX loss , risk , Minimum mean squared error

Journal title :

Statistics and Probability Letters

Serial Year :

1999

Journal title :

Statistics and Probability Letters

Record number :

139246

Link To Document :