Abstract
In this note a decision rule presented by Suich and Derringer [12] for aiding model validation is examined and contrasted to others in the literature. These decision rules which lead to preliminary test estimators are compared under squared error loss to the risk of the conventional estimator. Finally an estimator is identified which is uniformly superior to (dominates) the pretest estimator over the entire range of the parameter space.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.