On the sensitivity of pre-test estimators to covariance misspecification (Q710783): Difference between revisions

@@ Property / author @@
-Huai-Zhen Qin
@@ Property / author: Huai-Zhen Qin / rank @@
-Normal rank
@@ Property / author @@
-Guo Hua Zou
@@ Property / author: Guo Hua Zou / rank @@
-Normal rank
@@ Property / author @@
+Huai-Zhen Qin
@@ Property / author: Huai-Zhen Qin / rank @@
+Normal rank
@@ Property / author @@
+Guo Hua Zou
@@ Property / author: Guo Hua Zou / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2010.06.003
+Normal rank
@@ Property / OpenAlex ID @@
+W1980755138
@@ Property / OpenAlex ID: W1980755138 / rank @@
+Normal rank
@@ Property / cites work @@
+The sensitivity of OLS when the variance matrix is (partially) unknown
+Normal rank
@@ Property / cites work @@
+On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification
+Normal rank
@@ Property / cites work @@
+On the harm that ignoring pretesting can cause
@@ Property / cites work: On the harm that ignoring pretesting can cause / rank @@
+Normal rank
@@ Property / cites work @@
+On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
+Normal rank
@@ Property / cites work @@
+Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
+Normal rank
@@ Property / cites work @@
+Q4178373
@@ Property / cites work: Q4178373 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust tests for spherical symmetry and their application to least squares regression
+Normal rank
@@ Property / cites work @@
+The Traditional Pretest Estimator
@@ Property / cites work: The Traditional Pretest Estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the mean of a univariate normal distribution with known variance
+Normal rank
@@ Property / cites work @@
+Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
+Normal rank
@@ Property / cites work @@
+Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
+Normal rank
@@ Property / cites work @@
+Exact distribution of a pre-test estimator for regression error variance when there are omitted variables.
+Normal rank
@@ Property / cites work @@
+Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
+Normal rank
@@ Property / cites work @@
+ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
+Normal rank
@@ Property / cites work @@
+On the sensitivity of the one-sided \(t\) test to covariance misspecification
+Normal rank
@@ Property / cites work @@
+Optimal pre-test estimators in regression
@@ Property / cites work: Optimal pre-test estimators in regression / rank @@
+Normal rank
@@ Property / cites work @@
+On the Robustness of LM, LR, and W Tests in Regression Models
+Normal rank
@@ Property / cites work @@
+Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
+Normal rank
@@ Property / cites work @@
+Least squares model averaging by Mallows criterion
+Normal rank
@@ Property / cites work @@
+Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
+Normal rank
@@ Property / cites work @@
+The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
+Normal rank
@@ Property / cites work @@
+Further results on optimal critical values of pre‐test when estimating the regression error variance
+Normal rank
@@ Property / cites work @@
+On the sensitivity of the restricted least squares estimators to covariance misspecification
+Normal rank
@@ Property / cites work @@
+Robustness of Stein-type estimators under a non-scalar error covariance structure
+Normal rank
@@ Property / cites work @@
+Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:710783