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Description
  • Článek se zabývá pre-test odhady s optimálním bayesovským rizikem mezi pre-test odhady, jejichž kritické obory pro testovou statistiku t daného regresního koeficientu jsou tvořeny obecnými měřitelnými množinami. Jsou uvedeny výsledky asymptotické i pro konečný soubor a komentovány provedené numerické experimenty. (cs)
  • Pre-test estimators (PTE) are considered which are optimal under a Bayes risk among PTE with general measurable sets as “regions of significance” for the test statistic t associated with the estimate of a given regression coefficient. Asymptotic and some finite sample results are stated and numerical experiments are commented on.
  • Pre-test estimators (PTE) are considered which are optimal under a Bayes risk among PTE with general measurable sets as “regions of significance” for the test statistic t associated with the estimate of a given regression coefficient. Asymptotic and some finite sample results are stated and numerical experiments are commented on. (en)
Title
  • Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk
  • Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (en)
  • Asymptotické chování pre-test odhadu v regresi s minimálním bayesovským rizikem (cs)
skos:prefLabel
  • Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk
  • Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (en)
  • Asymptotické chování pre-test odhadu v regresi s minimálním bayesovským rizikem (cs)
skos:notation
  • RIV/49777513:23520/07:00000145!RIV08-MSM-23520___
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  • RIV/49777513:23520/07:00000145
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  • Linear regression; Pre-test estimator; Optimality (en)
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  • NL - Nizozemsko
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  • [72651F3E0523]
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  • Journal of Econometrics
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  • Reif, Jiří
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  • 0304-4076
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  • 23520
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