Pages that link to "Item:Q956870"
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The following pages link to Biased estimation in a simple multivariate regression model (Q956870):
Displaying 14 items.
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (Q825319) (← links)
- Shrinkage estimation in general linear models (Q961674) (← links)
- An application of shrinkage estimation to the nonlinear regression model (Q1927114) (← links)
- Data-Based Adaptive Estimation in an Investment Model (Q2890086) (← links)
- An Improved Estimation in Regression Parameter Matrix in Multivariate Regression Model (Q2920037) (← links)
- Shrinkage estimation in replicated median ranked set sampling (Q3070601) (← links)
- Stabilizing the Performance of Kurtosis Estimator of Multivariate Data (Q3168328) (← links)
- Estimating and testing effect size from an arbitrary population (Q3432662) (← links)
- Shrinkage estimation for the regression parameter matrix in multivariate regression model (Q4913947) (← links)
- Stein-type estimation using ranked set sampling (Q4925432) (← links)
- Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite <i>r</i>th moments (Q5004989) (← links)
- Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions (Q5299094) (← links)
- Some Convergence Properties for Weighted Sums of Martingale Difference Random Vectors (Q6492027) (← links)
- Shrinkage estimation applied to a semi-nonparametric regression model (Q6636002) (← links)
