Pages that link to "Item:Q2456747"
From MaRDI portal
The following pages link to Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker. (Q2456747):
Displaying 50 items.
- Estimation in singular linear models with stepwise inclusion of linear restrictions (Q276968) (← links)
- Sensitivity analysis in linear models (Q287610) (← links)
- Efficiency of a stochastic restricted two-parameter estimator in linear regression (Q298612) (← links)
- A class of biased estimators based on QR decomposition (Q307819) (← links)
- Maximum consistency method for data fitting under interval uncertainty (Q330508) (← links)
- The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
- On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
- A ridge regression estimation approach to the measurement error model (Q391912) (← links)
- Statistical inference for restricted partially linear varying coefficient errors-in-variables models (Q433783) (← links)
- Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model (Q444973) (← links)
- Equality of BLUES or BLUPS under two linear models using stochastic restrictions (Q451424) (← links)
- Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information (Q451451) (← links)
- Improved Liu-type estimator of parameters in two seemingly unrelated regressions (Q469949) (← links)
- Matrix rank and inertia formulas in the analysis of general linear models (Q520137) (← links)
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
- Efficiency of a Liu-type estimator in semiparametric regression models (Q609231) (← links)
- On the equality of the BLUPs under two linear mixed models (Q649103) (← links)
- Method of weighted expected residual for solving stochastic variational inequality problems (Q668716) (← links)
- Replicated measurement error model under exact linear restrictions (Q744749) (← links)
- Stochastic restricted estimation in partially linear additive errors-in-variables models (Q779700) (← links)
- Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems (Q890181) (← links)
- Use of prior information in the consistent estimation of regression coefficients in measurement error models (Q1021850) (← links)
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
- A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: an application to Richards' equation (Q1682762) (← links)
- On decompositions of estimators under a general linear model with partial parameter restrictions (Q1687051) (← links)
- Transformation approaches of linear random-effects models (Q1689491) (← links)
- Local influence for spatially correlated binomial data: an application to the \textit{spodoptera frugiperda} infestation in corn (Q1695267) (← links)
- Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
- Two competing linear random-effects models and their connections (Q1785819) (← links)
- Testing linearity and relevance of ordinal predictors (Q1952255) (← links)
- Scalable Monte Carlo inference and rescaled local asymptotic normality (Q1983623) (← links)
- Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models (Q2010822) (← links)
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions (Q2013638) (← links)
- A Laplacian approach to \(\ell_1\)-norm minimization (Q2044482) (← links)
- Miscellaneous equalities for idempotent matrices with applications (Q2053407) (← links)
- Generating optimal order-of-addition designs with flexible run sizes (Q2059464) (← links)
- Optimal stochastic restricted logistic estimator (Q2066535) (← links)
- Simultaneous optimal predictions under two seemingly unrelated linear random-effects models (Q2076459) (← links)
- An adaptive observer for uncertain linear time-varying systems with unknown additive perturbations (Q2103647) (← links)
- A new least squares parameter estimator for nonlinear regression equations with relaxed excitation conditions and forgetting factor (Q2107614) (← links)
- Quantum tomography by regularized linear regressions (Q2174032) (← links)
- A time domain finite element approach based on time series estimation (Q2292286) (← links)
- Two kinds of weighted biased estimators in stochastic restricted regression model (Q2336329) (← links)
- On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression (Q2375711) (← links)
- Optimal estimation of direction in regression models with large number of parameters (Q2422875) (← links)
- Logistic Liu estimator under stochastic linear restrictions (Q2423199) (← links)
- On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models (Q2453914) (← links)
- Performance of the restricted almost unbiased type principal components estimators in linear regression model (Q2633413) (← links)
- On Multilevel Best Linear Unbiased Estimators (Q3296921) (← links)
- Defining a two-parameter estimator: a mathematical programming evidence (Q3389590) (← links)
