RISK PERFORMANCES OF THE BIAS CORRECTED FEASIBLE MINIMUM MEAN SQUARED ERROR ESTIMATORS UNDER BALANCED LOSS

• 大谷 一博

抄録

In this paper, we examine the risk performances of the bias corrected variants of the feasible minimum mean squared error (FMMSE) estimator and the adjusted FMMSE estimator under balanced loss. It is shown by numerical evaluations that although the bias correction can be effective under balanced loss for some cases, the bias correction is not effective for other cases.

収録刊行物

• Kobe University Economic Review

  Kobe University Economic Review 47 1-11, 2001

  神戸大学大学院経済学研究科

詳細情報

• CRID: 1390009224929550592
• NII論文ID: 110005859503
• NII論文ID: 120005476659
• NII書誌ID: AA00261065
• DOI: 10.24546/81000929
• HANDLE: 20.500.14094/81000929
• ISSN: 04541111
• 本文言語コード: en
• データソース種別:
  • JaLC
  • IRDB
  • CiNii Articles
• 抄録ライセンスフラグ: 使用可