Pages that link to "Item:Q4029931"

The following pages link to JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR (Q4029931):

Displayed 11 items.

• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) ‎ (← links)
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) ‎ (← links)
• Stein estimation -- a review (Q1567075) ‎ (← links)
• Estimation of a scale parameter in mixture models with unknown location (Q1765765) ‎ (← links)
• A generalized class of estimators in linear regression models with multivariate-\(t\) distributed error (Q1892977) ‎ (← links)
• Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models (Q1927360) ‎ (← links)
• Estimation of the characteristic roots of the scale matrix (Q2564987) ‎ (← links)
• Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors (Q4337331) ‎ (← links)
• Improved estimation of the mean vector for student-t model (Q4541706) ‎ (← links)
• Estimation of the Trace of the Scale Matrix of the Scale Mixture of Multivariate Normal Distributions (Q4718612) ‎ (← links)
• MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms (Q5928228) ‎ (← links)