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

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)

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

Ohtani, Kazuhiro, (1997)