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有意偏差估计值的置信区间

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
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引用次数: 0

摘要

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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Confidence intervals for intentionally biased estimators
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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来源期刊
Econometric Reviews
Econometric Reviews 管理科学-数学跨学科应用
CiteScore
1.70
自引率
0.00%
发文量
27
审稿时长
>12 weeks
期刊介绍： Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.
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