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smicha's BibTeX entry:  

Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss

Journal of Statistical Planning and Inference, 50(1): 21--35, 1996.
Authors: Judith A. Giles and David E. A. Giles
URL: http://www.sciencedirect.com/science/article/B6V0M-405TP0H-2/1/04ff5f0edadbb07d85a0bddc0ac2f176
Tags: Heteroscedasticity
| URL | BibTeX  
@article{Giles1996,
title = {Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss},
author = {Judith A. Giles and David E. A. Giles},
day = {15},
journal = {Journal of Statistical Planning and Inference},
month = {Feb},
number = {1},
pages = {21--35},
url = {http://www.sciencedirect.com/science/article/B6V0M-405TP0H-2/1/04ff5f0edadbb07d85a0bddc0ac2f176},
volume = {50},
year = {1996},
keywords = {Heteroscedasticity }
}