Pages that link to "Item:Q1099909"
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The following pages link to On preliminary test and shrinkage M-estimation in linear models (Q1099909):
Displayed 36 items.
- On various confidence intervals post-model-selection (Q254446) (← links)
- Valid post-selection inference (Q355109) (← links)
- Extension of some important identities in shrinkage-pretest strategies (Q379960) (← links)
- Shrinkage strategy in stratified random sample subject to measurement error (Q625026) (← links)
- Consistent inference for biased sub-model of high-dimensional partially linear model (Q629129) (← links)
- Preliminary test estimation for spectra (Q643220) (← links)
- Statistical procedures based on signed ranks in \(k\) samples with unequal variances (Q688345) (← links)
- Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression (Q719477) (← links)
- Can one estimate the conditional distribution of post-model-selection estimators? (Q869984) (← links)
- M-tests in multivariate models (Q908631) (← links)
- Preliminary test estimators and phi-divergence measures in generalized linear models with binary data (Q957310) (← links)
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors (Q997251) (← links)
- Improved estimation in multiple linear regression models with measurement error and general constraint (Q1002354) (← links)
- On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators (Q1095537) (← links)
- Isotonic M-estimation of location: Union-intersection principle and preliminary test versions (Q1105941) (← links)
- Hypothesis testing and parameter estimation based on \(M\)-statistics in \(k\) samples with unequal variances (Q1181133) (← links)
- On preliminary test and shrinkage estimation in linear models with long-memory errors (Q1299367) (← links)
- Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
- Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
- Improved estimation of regression parameters in measurement error models (Q2567119) (← links)
- Increasing the Power of the Test Through Pre-Test – A Robust Method (Q3007811) (← links)
- Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
- Risk comparison of some shrinkage M-estimators in linear models (Q3426259) (← links)
- Robust estimation for the parameters of multiple-design multivariate linear models under general restriction (Q3432351) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? (Q3632382) (← links)
- Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests (Q4673856) (← links)
- M-estimation of k-sample location parameters; a two-sided preliminary test approach (Q4839316) (← links)
- Shrinkage and penalized estimators in weighted least absolute deviations regression models (Q4960627) (← links)
- Inconsistency transmission and variance reduction in two-stage quantile regression (Q5088023) (← links)
- A James-Stein-type adjustment to bias correction in fixed effects panel models (Q5095207) (← links)
- Improved robust ridge M-estimation (Q5107012) (← links)
- Ridge Autoregression R-Estimation: Subspace Restriction (Q5167882) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
- Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points (Q6133723) (← links)
- Designing experiments toward shrinkage estimation (Q6144430) (← links)