Pages that link to "Item:Q1135593"
From MaRDI portal
The following pages link to Estimation of regression coefficients after a preliminary test for homoscedasticity (Q1135593):
Displayed 9 items.
- The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables (Q1370184) (← links)
- Minimax estimation of common coefficients of several regression models under quadratic loss (Q1826240) (← links)
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (Q1871564) (← links)
- Some improved estimators in the case of possible heteroscedasticity (Q2266340) (← links)
- Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity (Q2277721) (← links)
- On estimating the common mean in two normal distributions after a preliminary test for equality of variances (Q3028082) (← links)
- Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (Q3474058) (← links)
- Estimation of the common location paeameters for the two linear models (Q3670376) (← links)
- The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function (Q4355149) (← links)