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Finite-sample properties of the Graybill-Deal estimator |
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| Authors: | Tiefeng Ma Rendao YeLijie Jia |
| Institution: | a Statistics College, Southwestern University of Finance and Economics, Chengdu 610074, China b College of Business, Hangzhou Dianzi University, Zhejiang 310018, China c School of Management, Tianjin University, Tianjin 300072, China |
| Abstract: | This paper studies some finite-sample properties of the Graybill-Deal estimator under both the squared error as well as the asymmetric LINEX loss functions. In the process, a simpler proof of an existing result has been obtained. |
| Keywords: | Common mean Graybill-Deal estimator LINEX loss |
| 本文献已被 ScienceDirect 等数据库收录！ | |