Confidence intervals for intentionally biased estimators

IF 0.8 4区经济学 Q3 ECONOMICS

Econometric Reviews Pub Date : 2024-02-11 DOI:10.1080/07474938.2024.2312288

David M. Kaplan, Xin Liu

引用次数: 0

Abstract

We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estimator’s standard e...

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有意偏差估计值的置信区间

我们提出并研究了三个置信区间 (CI)，它们以一个有意偏置以减少均方误差的估计值为中心。第一个置信区间简单地使用了无偏估计器的标准误差。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Econometric Reviews 管理科学-数学跨学科应用

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

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