Search Results - person:"Kurumai, Hiroko"

The sampling performance of R 2 and R 2 when some shrinkage estimators ase used in regression model

Kurumai, Hiroko - 2008

Persistent link: https://www.econbiz.de/10003840168

MSE performance of some shrinkage estimators in a regression model with non-normal errors

Kurumai, Hiroko - 2001

Persistent link: https://www.econbiz.de/10001620247

An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss

Wan, Alan T. K.; Kurumai, Hiroko - In: Statistics & Probability Letters 45 (1999) 3, pp. 253-259

In this article, we consider the risk performance of an iterative feasible minimum mean squared error estimator of the regression disturbance variance under the LINEX loss function. This loss is a generalisation of the quadratic loss function allowing for asymmetry. Notwithstanding the...

Persistent link: https://www.econbiz.de/10005259134

The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables

Kurumai, Hiroko - In: Statistical papers 39 (1998) 2, pp. 163-177

Persistent link: https://www.econbiz.de/10001240282