The following pages link to Jan R. Magnus (Q301962):
Displaying 39 items.
- The efficiency of top agents: an analysis through service strategy in tennis (Q301963) (← links)
- Pareto utility (Q365782) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802) (← links)
- The commutation matrix: Some properties and applications (Q599462) (← links)
- (Q684829) (redirect page) (← links)
- Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: Background, motivation and examples (Q684830) (← links)
- The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description (Q684831) (← links)
- The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM): Technical description (Q684832) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- On the concept of matrix derivative (Q990902) (← links)
- On the estimation of a large sparse Bayesian system: the Snaer program (Q1023766) (← links)
- Matrix differential calculus with applications to simple, Hadamard, and Kronecker products (Q1070719) (← links)
- A representation theorem for (tr \(A^ p)^{1/p}\) (Q1095220) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
- Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (Q1251042) (← links)
- Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
- The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
- Forecasting the winner of a tennis match. (Q1810509) (← links)
- On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
- Gauss on least-squares and maximum-likelihood estimation (Q2144556) (← links)
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
- Zero-diagonality as a linear structure (Q2209575) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- Expected utility and catastrophic risk in a stochastic economy-climate model (Q2280605) (← links)
- On the harm that ignoring pretesting can cause (Q2439088) (← links)
- A characterization of Bayesian robustness for a normal location parameter (Q2439269) (← links)
- A comparison of two model averaging techniques with an application to growth empirics (Q2630157) (← links)
- The Traditional Pretest Estimator (Q2711121) (← links)
- THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR (Q2886974) (← links)
- L-structured matrices and linear matrix equations<sup>∗</sup> (Q3043310) (← links)
- Maximum Likelihood Estimation of the Multivariate Normal Mixture Model (Q3069886) (← links)
- Global Warming and Local Dimming: The Statistical Evidence (Q3095164) (← links)
- Analyzing Wimbledon (Q5396890) (← links)
- On Theil's errors (Q5706717) (← links)
- WEIGHTED‐AVERAGE LEAST SQUARES (WALS): A SURVEY (Q5980386) (← links)
- Bayesian Model Averaging and Weighted-Average Least Squares: Equivariance, Stability, and Numerical Issues (Q5980387) (← links)
