Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31134 
Year of Publication: 
2006
Series/Report no.: 
Discussion Paper No. 509
Publisher: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
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: 
Document Type: 
Working Paper

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