Superiority of the r-k class estimator over some estimators in a misspecified linear model

Jibo Wu

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 5, 1453-1458

Abstract: In this article, we discuss the superiority of r-k class estimator over some estimators in a misspecified linear model. We derive the necessary and sufficient conditions for the superiority of the r-k class estimator over each of these estimators under the Mahalanobis loss function by the average loss criterion in the misspecified linear model.

Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2013.863934 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:5:p:1453-1458

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2013.863934

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().