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Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F07%3A00000145" target="_blank" >RIV/49777513:23520/07:00000145 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk

  • Original language description

    Pre-test estimators (PTE) are considered which are optimal under a Bayes risk among PTE with general measurable sets as &#8220;regions of significance&#8221; for the test statistic t associated with the estimate of a given regression coefficient. Asymptotic and some finite sample results are stated and numerical experiments are commented on.

  • Czech name

    Asymptotické chování pre-test odhadu v regresi s minimálním bayesovským rizikem

  • Czech description

    Článek se zabývá pre-test odhady s optimálním bayesovským rizikem mezi pre-test odhady, jejichž kritické obory pro testovou statistiku t daného regresního koeficientu jsou tvořeny obecnými měřitelnými množinami. Jsou uvedeny výsledky asymptotické i pro konečný soubor a komentovány provedené numerické experimenty.

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2007

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Journal of Econometrics

  • ISSN

    0304-4076

  • e-ISSN

  • Volume of the periodical

  • Issue of the periodical within the volume

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    12

  • Pages from-to

    413

  • UT code for WoS article

  • EID of the result in the Scopus database