Pages that link to "Item:Q5841767"
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The following pages link to On Biases in Estimation Due to the Use of Preliminary Tests of Significance (Q5841767):
Displayed 50 items.
- Improved mixed model for longitudinal data analysis using shrinkage method (Q2418465) (← links)
- Estimation based on progressively type-I hybrid censored data from the Burr XII distribution (Q2423190) (← links)
- On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data (Q2427168) (← links)
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- On the harm that ignoring pretesting can cause (Q2439088) (← links)
- Estimation of error variance in one-way random model (Q2564971) (← links)
- Improved estimation of regression parameters in measurement error models (Q2567119) (← links)
- Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis (Q2571809) (← links)
- Combining reliability functions of a Weibull distribution (Q2628640) (← links)
- Estimation of means on the basis of preliminary tests of significance (Q2650538) (← links)
- Estimation in the complementary exponential geometric distribution based on progressive type-II censored data (Q2660491) (← links)
- Positive-rule stein-type almost unbiased ridge estimator in linear regression model (Q2811427) (← links)
- Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070) (← links)
- Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student's<i>t</i>error (Q2892901) (← links)
- Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error (Q2931560) (← links)
- Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss (Q2931561) (← links)
- Testing equality of two intercepts for the parallel regression model with non sample prior information (Q2979063) (← links)
- Estimation of variance in bivariate normal distribution after the preliminary test of homogeneity (Q2979603) (← links)
- Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates (Q3007846) (← links)
- More on the Preliminary Test Estimator in Almost Unbiased Liu Regression (Q3017840) (← links)
- Shrinkage estimation in replicated median ranked set sampling (Q3070601) (← links)
- On some ridge regression estimators: a nonparametric approach (Q3106425) (← links)
- On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances (Q3125760) (← links)
- The exact risks of some pre-test and stein-type regression estimators umder balanced loss (Q3125793) (← links)
- Testing a main effect in a three factor mixed model (Q3135374) (← links)
- Some statistical implications of multivariate inequality constrained testing (Q3135389) (← links)
- Improved estimators of regression coefficients in measurement error models (Q3135444) (← links)
- Shrinkage estimation of reliability in the exponential distribution (Q3135677) (← links)
- Stabilizing the Performance of Kurtosis Estimator of Multivariate Data (Q3168328) (← links)
- New estimators of distribution functions (Q3178626) (← links)
- Pooling multivariate data (Q3350511) (← links)
- Estimation of the mean of a univariate normal distribution when the variance is not known (Q3367404) (← links)
- Type I and II error rates of Bayesian two-sample tests under preliminary assessment of normality in balanced and unbalanced designs and its influence on the reproducibility of medical research (Q3389664) (← links)
- On the estimation of reliabilty function in a Weibull lifetime distribution (Q3396472) (← links)
- Estimating and testing effect size from an arbitrary population (Q3432662) (← links)
- Double Stage Shrinkage Testimator of the Scale Parameter of an Exponential Life Model Under General Entropy Loss Function (Q3435981) (← links)
- Shrinkage Testimators for the Shape Parameter of Pareto Distribution Using LINEX Loss Function (Q3436018) (← links)
- Preliminary Test Regression Estimator When two Prior Values of Population Mean (<i>μ<sub>x</sub></i>) of an Auxiliary Variable (x) are Available (Q3458098) (← links)
- Shrinkage testimators for the shape parameter of weibull distributin under type ii censoring (Q3473029) (← links)
- Conditional interval estimation of the mean following rejection of a two sided test (Q3489090) (← links)
- Observed Data Based Estimator and Both Observed Data and Prior Information Based Estimator Under Asymmetric Losses (Q3511913) (← links)
- Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-<i>t</i>Error (Q3532746) (← links)
- Testing and Merging Information for Effect Size Estimation (Q3592658) (← links)
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906) (← links)
- On least squares estimation of intercepts after a preliminary test on parallelism of regression lines (Q3702310) (← links)
- Improved nonparametric estimation of location vectors in multivariate regression models (Q3836390) (← links)
- A note on relative efficiency of estimators based on preliminary tests in linear regression models (Q3876856) (← links)
- A bootstrap theorem for a preliminary test estimator (Q4202720) (← links)
- Improved pretest nonparametric estimation in a multivariate regression model (Q4216795) (← links)
- Conditional Interval Estimation of the Ratio of Variance Components following Rejection of a Pre-test (Q4262905) (← links)