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 ...
The Annals of Statistics, Vol. 46, No. 5 (October 2018), pp. 2479-2510 (32 pages) This paper investigates a class of goodness-of-fit tests for fitting an error ...
Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...