Pages that link to "Item:Q4051426"

The following pages link to A mean square error test when stochastic restrictions are used in regression (Q4051426):

Displaying 8 items.

• Improved estimation in measurement error models through Stein rule procedure (Q1272743) (← links)
• Application of Stein-type estimation in combining regression estimates from replicated experiments (Q1342789) (← links)
• Stein-rule estimator under inclusion of superfluous variables in linear regression models (Q3135345) (← links)
• A test of the mean square error criterion for shrinkage estimators (Q3326648) (← links)
• Missing regressor values under conditions of multicollinearity (Q3326653) (← links)
• Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression (Q3473055) (← links)
• Generalized mixed estimator for nonlinear models: a maximum likelihood approach (Q4355147) (← links)
• Robust designs based on auxiliary information (Q4366344) (← links)