On a Geveralized Estimator in Linear Regression when Disturbances are not Normal
R.K. Singh, S. Misra, S. Bano and V.K. Srivastava (1995). On a Geveralized Estimator in Linear Regression when Disturbances are not Normal. Journal of Statistical Research, Vol. 29, No. 1, pp. 21-30.
Abstract
A generalized estimator representing a class of estimators in linear regression is proposed, the risk associated with the class is derived under a general quadratic loss function when the disturbances are not normal. A comparative study with some new estimators from the class has been done with some of the existing ones.
