A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted (Q601897): Difference between revisions

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+THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL
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+The sensitivity of OLS when the variance matrix is (partially) unknown
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+On the sensitivity of the restricted least squares estimators to covariance misspecification
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+Robustness of Stein-type estimators under a non-scalar error covariance structure
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+Q3996274
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+Unbiased estimation of the MSE matrices of improved estimators in linear regression
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+STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
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+Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
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+On the Sampling Performance of an Improved Stein Inequality Restricted Estimator
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+Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
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+SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
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+Stein-type improved estimation of standard error under asymmetric LINEX loss function
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+Preliminary-test estimation in mis-specified regressions
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+Q3806648
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+Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
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+The exact density and distribution functions of the inequality constrained and pre-test estimators
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