Giles, Judith A.; Giles, David E. A. Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss. (English) Zbl 0847.62054 J. Stat. Plann. Inference 50, No. 1, 21-35 (1996). MSC: 62J05 62F10 PDFBibTeX XMLCite \textit{J. A. Giles} and \textit{D. E. A. Giles}, J. Stat. Plann. Inference 50, No. 1, 21--35 (1996; Zbl 0847.62054) Full Text: DOI
Giles, Judith A.; Giles, David E. A. Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric. (English) Zbl 0784.62057 Commun. Stat., Theory Methods 22, No. 6, 1709-1733 (1993). MSC: 62J05 62F10 62H12 PDFBibTeX XMLCite \textit{J. A. Giles} and \textit{D. E. A. Giles}, Commun. Stat., Theory Methods 22, No. 6, 1709--1733 (1993; Zbl 0784.62057) Full Text: DOI Link
Clarke, Judith A.; Giles, David E. A.; Wallace, T. Dudley Estimating the error variance in regression after a preliminary test of restrictions on the coefficients. (English) Zbl 0611.62076 J. Econom. 34, 293-304 (1987). MSC: 62J05 62H12 65C99 PDFBibTeX XMLCite \textit{J. A. Clarke} et al., J. Econom. 34, 293--304 (1987; Zbl 0611.62076) Full Text: DOI Link