The risk of tensor Stein-rules in elliptically contoured distributions (Q5072994): Difference between revisions

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+Regression model with elliptically contoured errors
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+The risk of pretest and shrinkage estimators
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+The bias and risk functions of some Stein-rules in elliptically contoured distributions
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+Theory of Preliminary Test and Stein‐Type Estimation With Applications
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+Optimal method in multiple regression with structural changes
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+A class of Stein-rules in multivariate regression model with structural changes
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+Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
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+Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
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+Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors
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+On some shrinkage estimators of multivariate location
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+Absolute penalty and shrinkage estimation in partially linear models
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+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
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+Tail Conditional Expectations for Elliptical Distributions
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+Predictive inference for singular multivariate elliptically contoured distributions
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+Semi-parametric modelling in finance: theoretical foundations
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+Q4178373
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+Tensor Decompositions and Applications
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+Estimation and decision for linear systems with elliptical random processes
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+Q4718583
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+Statistical inference for location and scale of elliptically contoured models with monotone missing data
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+Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
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+A test for elliptical symmetry
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+Some necessary uniform tests for spherical symmetry
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+Testing for ellipsoidal symmetry: a comparison study
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+Modern Multivariate Statistical Techniques
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+Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes
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