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On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation

 

作者: RichardJ. Brook,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1976）
卷期: Volume 71, issue 353  

页码: 126-131

 

ISSN:0162-1459

 

年代: 1976

 

DOI:10.1080/01621459.1976.10481499

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In linear models, anF-test may be used to decide on restricted or unrestricted estimators. To avoid the arbitrariness of the significance level and undesirable quadratic risk properties, a regret criterion is proposed, extending the results of Sawa and Hiromatsu [4].

 

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