Advanced search
Publication Cover
Econometric Reviews Volume 16, 1997 - Issue 1
Submit an article Journal homepage
60
Views
16
CrossRef citations to date
0
Altmetric
Original Articles

The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function

Kazuhiro Ohtani Faculty of Economics , Kobe University, Rokkodai, Nada-ku, Kobe, 657, JapanView further author information
,
David E. A. Giles Department of Economics, University of Victoria, P.O. Box 3050, Victoria, B.C., V8W 3P5, CanadaView further author information
&
Judith A. Giles Department of Economics, University of Victoria, P.O. Box 3050, Victoria, B.C., V8W 3P5, Canada
Pages 119-130 | Published online: 03 Apr 2007

Citations (16)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (4)

Nimet Özbay & Selahattin Kaçıranlar. (2017) The performance of the adaptive optimal estimator under the extended balanced loss function. Communications in Statistics - Theory and Methods 46:22, pages 11315-11326.
Read now
J. Coetsee, A. Bekker & S. Millard. (2014) Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss. Communications in Statistics - Theory and Methods 43:17, pages 3641-3660.
Read now
M. Roozbeh, M. Arashi & H. A. Niroumand. (2011) Ridge regression methodology in partial linear models with correlated errors. Journal of Statistical Computation and Simulation 81:4, pages 517-528.
Read now
Shalabh, H. Toutenburg & C. Heumann. (2009) Stein-rule estimation under an extended balanced loss function. Journal of Statistical Computation and Simulation 79:10, pages 1259-1273.
Read now

Articles from other publishers (12)

Buatikan Mirezi & Selahattin Kaçıranlar. (2022) Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function. Statistical Papers 64:1, pages 73-92.
Crossref
Guikai Hu & Jinguan Lin. (2019) Performance of Preliminary Test Estimators for Error Variance Based on W, LR and LM Tests. Journal of Systems Science and Complexity 33:4, pages 1200-1211.
Crossref
Selahattin Kaçıranlar & Issam Dawoud. (2019) The optimal extended balanced loss function estimators. Journal of Computational and Applied Mathematics 345, pages 86-98.
Crossref
Guikai Hu, Qingguo Li & Shenghua Yu. (2014) Risk Comparison of Improved Estimators in a Linear Regression Model with Multivariate Errors under Balanced Loss Function . Journal of Applied Mathematics 2014, pages 1-7.
Crossref
Guikai Hu & Ping Peng. (2012) Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function. Journal of Multivariate Analysis 111, pages 286-295.
Crossref
Guikai Hu, Qingguo Li & Ping Peng. (2012) Minimax estimator of regression coefficient in normal distribution under balanced loss function. Linear Algebra and its Applications 436:5, pages 1228-1237.
Crossref
Guikai Hu & Ping Peng. (2011) All admissible linear estimators of a regression coefficient under a balanced loss function. Journal of Multivariate Analysis 102:8, pages 1217-1224.
Crossref
Guikai Hu & Ping Peng. (2010) Admissibility for linear estimators of regression coefficient in a general Gauss–Markoff model under balanced loss function. Journal of Statistical Planning and Inference 140:11, pages 3365-3375.
Crossref
Alan T.K. Wan, Guohua Zou & Kazuhiro Ohtani. (2006) Further results on optimal critical values of pre‐test when estimating the regression error variance. The Econometrics Journal 9:1, pages 159-176.
Crossref
H. Toutenburg & Shalabh. (2005) Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used. TEST 14:2, pages 385-396.
Crossref
Anoop Chaturvedi & Shalabh. (2004) Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function. Journal of Multivariate Analysis 90:2, pages 229-256.
Crossref
Aman Ullah, Alan Wan & Anoop ChaturvediJudith Giles, John Galbraith, Victoria Zinde-Walsh, Anoop Chaturvedi, Alan Wan, Guohua Zou, Xavie Chee Hoong Yew, Michael Mcaleer, Shiqing Ling, Koichi Maekawa & Hiroyuki Hisamatsu. 2002. Handbook Of Applied Econometrics And Statistical Inference. Handbook Of Applied Econometrics And Statistical Inference.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.