MINIMAX REGRET SIGNIFICANCE POINTS FOR A PRELIMINARY TEST IN REGRESSION-ANALYSIS

被引：41

作者：

SAWA, T

HIROMATS.T

机构：

[1] KYOTO UNIV,KYOTO,JAPAN

[2] UNIV TOKYO,TOKYO,JAPAN

[3] STANFORD UNIV,STANFORD,CA

来源：

ECONOMETRICA | 1973年 / 41卷 / 06期

关键词：

D O I：

10.2307/1914038

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1093 / 1101

页数：9

共 11 条

[1] ESTIMATING MEAN OF A MULTIVARIATE NORMAL POPULATION WITH GENERAL QUADRATIC LOSS FUNCTION [J].

BHATTACH.PK .

ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06) :1819-&

[2]

CHERNOFF H, 1959, ELEMENTARY DECISION

[3]

COHEN A, 1965, ANN MATH STAT, V46, P78

[4] SOME PROBLEMS IN MINIMAX POINT ESTIMATION [J].

HODGES, JL ;

LEHMANN, EL .

ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (02) :182-197

[5]

LARSON JJ, 1963, BIOMETRIKA, V50, P391

[6]

LINDLEY DV, 1957, BIOMETRIKA, V44, P187

[7] THE THEORY OF STATISTICAL DECISION [J].

SAVAGE, LJ .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1951, 46 (253) :55-67

[8]

SAWA T, 1968, ECONOMIC STUDIES QUA, V19, P55

[9]

SCLOVE SL, 1970, 44 CARN MELL U DEP S

[10] A TEST OF MEAN SQUARE ERROR CRITERION FOR RESTRICTIONS IN LINEAR REGRESSION [J].

TOROVIZCARRONDO, C ;

WALLACE, TD .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (322) :558-572

← 1 2 →