The following pages link to (Q4178373):
Displayed 50 items.
- A note on comparing the unrestricted and restricted least-squares estimators (Q912546) (← links)
- A pre-test like estimator dominating the least-squares method (Q935439) (← links)
- Biased estimation in a simple multivariate regression model (Q956870) (← links)
- Comparisons of improved risk estimators of the multivariate mean vector (Q959169) (← links)
- Preliminary Phi-divergence test estimator for multinomial probabilities (Q959268) (← links)
- Shrinkage estimation in general linear models (Q961674) (← links)
- Robust inference strategy in the presence of measurement error (Q962034) (← links)
- Improved estimation in multiple linear regression models with measurement error and general constraint (Q1002354) (← links)
- Improved variance estimation under sub-space restriction (Q1026362) (← links)
- Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
- A class of modified Stein estimators with easily computable risk functions (Q1052776) (← links)
- Exact finite sample properties of double k-class estimators in simultaneous equations (Q1057033) (← links)
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator (Q1063963) (← links)
- Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints (Q1077848) (← links)
- Estimating the error variance in regression after a preliminary test of restrictions on the coefficients (Q1087278) (← links)
- On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators (Q1095537) (← links)
- The exact mean squared error of Stein-rule estimator in linear models (Q1099549) (← links)
- Improved estimation of the disturbance variance in a linear regression model (Q1123515) (← links)
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248) (← links)
- Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model (Q1126137) (← links)
- An empirical Bayes procedure for the credit granting decision (Q1165777) (← links)
- Estimating the variability of the Stein estimator by bootstrap (Q1184759) (← links)
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
- Pre-test procedures and forecasting in the regression model under restrictions (Q1193990) (← links)
- The exact distribution of a least squares regression coefficient estimator after a preliminary \(t\)-test (Q1209453) (← links)
- Improved estimation in measurement error models through Stein rule procedure (Q1272743) (← links)
- The Falstaff estimator (Q1274777) (← links)
- Loss development forecasting models: an econometrician's view (Q1282143) (← links)
- On preliminary test and shrinkage estimation in linear models with long-memory errors (Q1299367) (← links)
- Improved biased estimation in an ANOVA model (Q1300815) (← links)
- An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression (Q1305258) (← links)
- Bootstrap confidence bands for shrinkage estimators (Q1305664) (← links)
- Pre-test estimation in regression under absolute error loss (Q1311288) (← links)
- Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries (Q1324578) (← links)
- Preliminary-test estimation in a dynamic linear model (Q1327877) (← links)
- Pre-test estimation in the linear regression model with competing restrictions (Q1338497) (← links)
- Application of Stein-type estimation in combining regression estimates from replicated experiments (Q1342789) (← links)
- Shrinkage estimation in nonlinear regression: The Box-Cox transformation (Q1347090) (← links)
- A new property of Stein procedure in measurement error model (Q1359792) (← links)
- Improved estimation in a multivariate regression model (Q1361508) (← links)
- The exact density and distribution functions of the inequality constrained and pre-test estimators (Q1381204) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Stein rule prediction of the composite target function in a general linear regression model (Q1580850) (← links)
- Simultaneous estimation of coefficients of variation (Q1600740) (← links)
- The generalized preliminary test estimator when different sets of stochastic restrictions are available (Q1685213) (← links)
- Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
- Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
- Assessing the process capability index for non-normal processes (Q1765661) (← links)
- A Stein rule estimator which shrinks towards the ridge regression estimator (Q1801815) (← links)
- The extended Stein procedure for simultaneous model selection and parameter estimation (Q1822168) (← links)