مرکز منطقه ای اطلاع رساني علوم و فناوري - Exact distribution of a pre-test estimator for regression error variance when there are omitted variables

Title of article :

Exact distribution of a pre-test estimator for regression error variance when there are omitted variables

Author/Authors :

Kazuhiro Ohtani، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2002

Pages :

From page :

129

To page :

140

Keywords :

MSE dominance , Pre-test , Stein variance estimator , Speci0cation error

Journal title :

Statistics and Probability Letters

Serial Year :

2002

Journal title :

Statistics and Probability Letters

Record number :

139951

Link To Document :