Pages that link to "Item:Q962034"
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The following pages link to Robust inference strategy in the presence of measurement error (Q962034):
Displayed 8 items.
- Extension of some important identities in shrinkage-pretest strategies (Q379960) (← links)
- Testing homogeneity in a semiparametric two-sample problem (Q428351) (← links)
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- Shrinkage strategy in stratified random sample subject to measurement error (Q625026) (← links)
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- Data-Based Adaptive Estimation in an Investment Model (Q2890086) (← links)
- Shrinkage estimation for the regression parameter matrix in multivariate regression model (Q4913947) (← links)
- On efficiency of some restricted estimators in a multivariate regression model (Q6157034) (← links)