A Test for Comparing Estimators Under the Generalized Mean Square Error Criterion
提出了一种渐近检验，用于在广义均方误差准则下比较回归系数的不同估计量，并通过蒙特卡洛实验验证了该检验在小样本下的有效性。
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.