A Test for Comparing Estimators Under the Generalized Mean Square Error Criterion
广义均方误差准则下比较估计量的检验
SUMMARY This paper presents an asymptotic test for comparing alternative estimators of regression coefficients in terms of the generalized mean square error criterion. The paper also reports the outcome of a Monte Carlo experiment which was conducted to determine the small sample properties of the test statistic. These results indicate that the asymptotic test may be applied successfully even when the sample size is small.