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 › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 203-210 |
| Journal / Publication | Economics Letters |
| Volume | 46 |
| Issue number | 3 |
| Publication status | Published - Nov 1994 |
| Externally published | Yes |
Link(s)
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.
Citation Format(s)
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss. / Wan, Alan T.K.
In: Economics Letters, Vol. 46, No. 3, 11.1994, p. 203-210.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
