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Title:Performance of double k-class estimators for coefficients in linear regression models with non spherical disturbances under asymmetric losses PDF Logo
Toutenburg, Helge
Heumann, Christian
Issue Date:2006
Series/Report no.:Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 509
Abstract:The risk of the family of feasible generalized double k-class estimators under LINEX loss function is derived in a linear regression model. The disturbances are assumed to be non-spherical and their variance covariance matrix is unknown.
Persistent Identifier of the first edition:urn:nbn:de:bvb:19-epub-1878-0
Document Type:Working Paper
Appears in Collections:Discussion papers, SFB 386, LMU München

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