Pages that link to "Item:Q1806696"

The following pages link to The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696):

Displaying 12 items.

• Impact factors (Q265013) (← links)
• Sensitivity analysis in linear models (Q287610) (← links)
• A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted (Q601897) (← links)
• On the sensitivity of pre-test estimators to covariance misspecification (Q710783) (← links)
• Sensitivity of GLS estimators in random effects models (Q962219) (← links)
• Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs (Q1020647) (← links)
• On the sensitivity of the one-sided \(t\) test to covariance misspecification (Q1026344) (← links)
• Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
• The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
• On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
• The Sensitivity of Detrended Long-Memory Processes (Q2864692) (← links)
• On the sensitivity of the restricted least squares estimators to covariance misspecification (Q5433619) (← links)