Risk comparison of the inequality constrained least squares and other related estimators under balanced loss

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

28 Scopus Citations
View graph of relations

Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)203-210
Journal / PublicationEconomics Letters
Volume46
Issue number3
Publication statusPublished - Nov 1994
Externally publishedYes

Abstract

This paper considers the risks of the inequality constrained least squares and pre-test estimators using the balanced loss function proposed by Zellner. It is found that some of the well-known results which hold under squared error loss do not necessarily hold under a balanced loss function. © 1994.