The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables

The exact risks of some pre-test and Stein-type regression estimators under balanced loss

Giles, Judith A., (1993)

The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function

Ohtani, Kazuhiro, (1993)

Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances

Ohtani, Kazuhiro, (1990)