Pages that link to "Item:Q5545127"
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The following pages link to A Test of the Mean Square Error Criterion for Restrictions in Linear Regression (Q5545127):
Displayed 50 items.
- In-sample tests of predictive ability: a new approach (Q528013) (← links)
- MSE-improvement of the least squares estimator by dropping variables (Q685762) (← links)
- Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model (Q689391) (← links)
- A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator (Q899840) (← links)
- On least squares estimation with a particular linear function of the dependent variable (Q899907) (← links)
- A further theoretical result for generalized ridge regression estimators (Q900068) (← links)
- A note on comparing the unrestricted and restricted least-squares estimators (Q912546) (← links)
- Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints (Q1077848) (← links)
- The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators (Q1133267) (← links)
- Computations for constrained linear models (Q1138866) (← links)
- On comparing restricted least squares estimators (Q1152924) (← links)
- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
- Pre-test procedures and forecasting in the regression model under restrictions (Q1193990) (← links)
- MSE dominance of least squares with errors-of-observation (Q1211331) (← links)
- Mean square error tests for restrictions in singular linear models (Q1242423) (← links)
- Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances (Q1244773) (← links)
- Mean square error matrix improvements and admissibility of linear estimators (Q1262054) (← links)
- Linear restrictions, rank reduction, and biased estimation in linear regression (Q1300818) (← links)
- Minimum mean square error estimation in linear regression (Q1314492) (← links)
- Pre-test estimation in the linear regression model with competing restrictions (Q1338497) (← links)
- Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression (Q1844524) (← links)
- Some comments on estimation in regression after preliminary tests of significance (Q1847116) (← links)
- Dropping variables versus use of proxy variables in linear regression (Q1918145) (← links)
- On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk (Q1962773) (← links)
- MSE bounds for estimators of matrix functions (Q2226459) (← links)
- Optimal critical regions for pre-test estimators using a Bayes risk criterion (Q2266311) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Covariance adjustment in biased estimation (Q2365200) (← links)
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models (Q2445774) (← links)
- Superiority comparisons of heterogeneous linear estimators (Q3028084) (← links)
- The exact risks of some pre-test and stein-type regression estimators umder balanced loss (Q3125793) (← links)
- The relative efficiency of the restricted estimators in linear regression models (Q3179215) (← links)
- Contamination in linear regression models and its influence on estimators (Q3212144) (← links)
- The restricted least squares estimator and ridge regression (Q3223725) (← links)
- A test of the mean square error criterion for shrinkage estimators (Q3326648) (← links)
- Missing regressor values under conditions of multicollinearity (Q3326653) (← links)
- On the admissibility of restricted least squares estimators (Q3347094) (← links)
- Albert's theorem applied to problems of efficiency and MSE superiority (Q3357366) (← links)
- On the Restricted Liu Estimator in the Gauss–Markov Model (Q3424190) (← links)
- Fractional principal components regression: a general approach to biased estimators (Q3471517) (← links)
- A test of the mean square error criterion for linear admissible estimators (Q3473052) (← links)
- Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression (Q3473055) (← links)
- Comparisons among regression estimators under the generalized mean square error criterion (Q3666071) (← links)
- Mean square error matrix comparisons of estimators in linear regression (Q3725372) (← links)
- Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators (Q3749918) (← links)
- Un test para la seleccion entre modelos de regresion lineal con o sin restricciones con fines predictivos (Q3878575) (← links)
- The power and robustness properties of tests for heteroskedasticity when the regressors are trended (Q4019297) (← links)
- PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*) (Q4054527) (← links)
- Component selection norms for principal components regression (Q4134726) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)