We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with ...
The class of "general" M-estimators for the stochastic linear regression model is considered, and influence and change-of-variance functions are used to approximate ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback