Project Details
Description
This problem studies and compares the performance properties of weighted average estimators of ordinary least squares and improved estimators by considering balanced loss function proposed by Zellner (1994). Superiority conditions have been derived, assuming error distribution to be non normal. In order to justify with this problem, real data set will be considered.
Status | Finished |
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Effective start/end date | 1/1/23 → 12/31/23 |
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