Browsing Research Articles (University of Pretoria) by Subject "Preliminary test estimator"

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Preliminary test and Bayes estimation of a location parameter under BLINEX loss

Coetsee, Judy; Bekker, Andriette, 1958-; Millard, Sollie M. (Taylor and Francis, 2014-09)

In this article, the preliminary test estimator is considered under the BLINEX loss function. The problem under consideration is the estimation of the location parameter from a normal distribution. The risk under the ...
Preliminary testing of the Cobb–Douglas production function and related inferential issues

Kleyn, Judy; Arashi, Mohammad; Bekker, Andriette, 1958-; Millard, Sollie M. (Routledge, 2017-01)

In this article, we consider the multiple regression model in the presence of multicollinearity and study the performance of the preliminary test estimator (PTE) both analytically and computationally, when it is a priori ...

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