USE OF A REGRET FUNCTION TO SET SIGNIFICANCE POINTS IN PRIOR TESTS OF ESTIMATION

被引:47
作者
BROOK, RJ [1 ]
机构
[1] MASSEY UNIV,DEPT MATH,PALMERSTON NORTH,NEW ZEALAND
关键词
D O I
10.2307/2285753
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
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页码:126 / 131
页数:6
相关论文
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[2]  
GRILICHES Z, 1964, AM ECON REV, V54, P961
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Lancaster P., 1969, THEORY MATRICES
[4]  
SAWA T, 1971, 39 STANF U TECHN REP
[5]   NON-OPTIMALITY OF PRELIMINARY-TEST ESTIMATORS FOR MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].
SCLOVE, SL ;
RADHAKRI.R ;
MORRIS, C .
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (05) :1481-&
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Theil H., 1971, PRINCIPLES ECONOMETR