Preliminary test estimation for spectra

2011 ◽  
Vol 81 (11) ◽  
pp. 1580-1587 ◽  
Author(s):  
Yusuke Maeyama ◽  
Kenichiro Tamaki ◽  
Masanobu Taniguchi
Keyword(s):  
Preliminary Test ◽  
Preliminary Test Estimation

scholarly journals Preliminary-Test Estimation of the Error Variance in Linear Regression

1987 ◽  
Vol 3 (2) ◽  
pp. 299-304 ◽  
Author(s):  
Judith A. Clarke ◽  
David E. A. Giles ◽  
T. Dudley Wallace
Keyword(s):  
Linear Regression ◽  
Mean Squared Error ◽  
Preliminary Test ◽  
Error Variance ◽  
Error Component ◽  
Quadratic Loss ◽  
Finite Sample ◽  
Minimum Mean Squared Error ◽  
Squared Error ◽  
Preliminary Test Estimation

We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with least squares, maximum likelihood and minimum mean squared error component estimators. Of these three criteria, the last is found to be superior (in terms of risk under quadratic loss) when pretesting in typical situations.

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