Pages that link to "Item:Q804677"

The following pages link to Nonnegative and positive definiteness of matrices modified by two matrices of rank one (Q804677):

Displaying 28 items.

• A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances (Q284198) (← links)
• A new stochastic mixed ridge estimator in linear regression model (Q451396) (← links)
• On anti-pentadiagonal persymmetric Hankel matrices with perturbed corners (Q520839) (← links)
• Improvement of the Liu estimator in linear regression model (Q849874) (← links)
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion (Q876991) (← links)
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity (Q1126109) (← links)
• Pre-test estimation in the linear regression model with competing restrictions (Q1338497) (← links)
• The generalized preliminary test estimator when different sets of stochastic restrictions are available (Q1685213) (← links)
• Principal components regression and \(r-k\) class predictions in linear mixed models (Q1698596) (← links)
• Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications (Q1914245) (← links)
• Dropping variables versus use of proxy variables in linear regression (Q1918145) (← links)
• Combining two-parameter and principal component regression estimators (Q1926093) (← links)
• The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models (Q2048216) (← links)
• Performance of the restricted almost unbiased type principal components estimators in linear regression model (Q2633413) (← links)
• A general restricted estimator in binary logistic regression in the presence of multicollinearity (Q2673835) (← links)
• A Class of <i>s</i>–<i>K</i> Type Principal Components Estimators in the Linear Model (Q2821036) (← links)
• Generalized preliminary test stochastic restricted estimator in the linear regression model (Q2830193) (← links)
• On the restricted<i>r</i>–<i>k</i>class estimator and the restricted<i>r</i>–<i>d</i>class estimator in linear regression (Q3019821) (← links)
• Matrix mean square error comparisons based on a certain covariance structure (Q4019218) (← links)
• MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers (Q4275721) (← links)
• Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model (Q4634799) (← links)
• On Admissibility of Linear Estimators with Respect to the Mean Square Error Matrix Criterion Under the General Mixed Linear Model (Q4943300) (← links)
• Stochastic restricted Liu predictors in linear mixed models (Q5082722) (← links)
• A new stochastic restricted Liu-type estimator in linear regression model (Q5086137) (← links)
• On the Principal Component Liu-type Estimator in Linear Regression (Q5265823) (← links)
• Principal components regression estimator and a test for the restrictions (Q5400797) (← links)
• Monte Carlo Simulation Study of Biased Estimators in the Linear Regression Models with Correlated or Heteroscedastic Errors (Q5415910) (← links)
• Improvement of mixed predictors in linear mixed models (Q5861574) (← links)