The following pages link to (Q3237829):
Displayed 50 items.
- Stein-type estimation using ranked set sampling (Q4925432) (← links)
- Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables (Q4929206) (← links)
- Two-stage Liu estimator in a simultaneous equations model (Q4960665) (← links)
- Pena's statistic for the Liu regression (Q4960697) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729) (← links)
- On Liu-type biased estimators in measurement error models (Q4987226) (← links)
- Admissibility of Solution Estimators for Stochastic Optimization (Q4999345) (← links)
- (Q5011435) (← links)
- (Q5011447) (← links)
- Monitoring Change Points by a Sign Change Method (Q5015925) (← links)
- A comparison of preliminary test, Stein-type and penalty estimators in gamma regression model (Q5033458) (← links)
- Empirical Bayes estimators in hierarchical models with mixture priors (Q5036540) (← links)
- Improved estimation in elliptical linear mixed measurement error models (Q5036887) (← links)
- (Q5039908) (← links)
- Semiparametric Regression for Dual Population Mortality (Q5043477) (← links)
- Estimation of the drift of a Gaussian process under balanced loss function (Q5046809) (← links)
- A Mortality Model for Pandemics and Other Contagion Events (Q5051107) (← links)
- The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity (Q5055152) (← links)
- Two parameter weighted mixed estimator in linear measurement error models (Q5055181) (← links)
- (Q5063390) (← links)
- On some beta ridge regression estimators: method, simulation and application (Q5065297) (← links)
- Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function (Q5071350) (← links)
- PMSE performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term (Q5076902) (← links)
- Preliminary test almost unbiased two-parameter estimators with student’s<i>t</i>errors and conflicting test statistics (Q5076910) (← links)
- Using Liu estimator for detection of influential observations in linear measurement error models (Q5076933) (← links)
- Bayes minimax ridge regression estimators (Q5076966) (← links)
- Shrinkage estimator of regression model under asymmetric loss (Q5076968) (← links)
- Shrinkage estimation of location parameters in a multivariate skew-normal distribution (Q5077405) (← links)
- Elliptical difference based ridge and Liu type estimators in partial linear measurement error models (Q5079110) (← links)
- Stochastic restricted Liu estimator in linear mixed measurement error models (Q5082887) (← links)
- Risk performance of some shrinkage estimators (Q5083983) (← links)
- Performance of the principal component two-parameter estimator in misspecified linear regression model (Q5084979) (← links)
- Robust restricted Liu estimator in censored semiparametric linear models (Q5086075) (← links)
- A new stochastic restricted Liu-type estimator in linear regression model (Q5086137) (← links)
- Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models (Q5092678) (← links)
- A James-Stein-type adjustment to bias correction in fixed effects panel models (Q5095207) (← links)
- A two-parameter estimator in linear measurement error model (Q5095836) (← links)
- On the performance of some biased estimators in the gamma regression model: simulation and applications (Q5096662) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- The feasible generalized restricted ridge regression estimator (Q5106816) (← links)
- High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators (Q5107390) (← links)
- Liu estimation approach to the measurement error models (Q5107531) (← links)
- LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
- On the coefficient of multiple determination in a linear regression model (Q5123751) (← links)
- Interval shrinkage estimators (Q5124774) (← links)
- (Q5125164) (← links)
- Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
- Simultaneous estimation of normal means with side information (Q5155201) (← links)
- Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors (Q5220710) (← links)
- A modified combined<i>p</i>-value multiple test (Q5220882) (← links)