The following pages link to S. Ejaz Ahmed (Q414549):
Displayed 50 items.
- Item:Q414549 (redirect page) (← links)
- Estimation of parameters in the growth curve model via an outer product least squares approach for covariance (Q414550) (← links)
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- LASSO and shrinkage estimation in Weibull censored regression models (Q434515) (← links)
- Inference on effect size indices from several two-armed experiments (Q451455) (← links)
- Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
- Rank-based Liu regression (Q722749) (← links)
- Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
- High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator (Q840802) (← links)
- Biased estimation in a simple multivariate regression model (Q956870) (← links)
- Inference concerning quantile for left truncated and right censored data (Q956984) (← links)
- Comparisons of improved risk estimators of the multivariate mean vector (Q959169) (← links)
- Robust inference strategy in the presence of measurement error (Q962034) (← links)
- Asymptotic theory of simultaneous estimation of Poisson means (Q1017633) (← links)
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
- Improving the performance of kurtosis estimator (Q1023596) (← links)
- Improved biased estimation in an ANOVA model (Q1300815) (← links)
- Improved estimation in a multivariate regression model (Q1361508) (← links)
- Simultaneous estimation of coefficients of variation (Q1600740) (← links)
- Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
- Assessing the process capability index for non-normal processes (Q1765661) (← links)
- On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes (Q1871221) (← links)
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model (Q1896072) (← links)
- Shrinkage estimation of the proportion in randomized response (Q1915119) (← links)
- An application of shrinkage estimation to the nonlinear regression model (Q1927114) (← links)
- Penalized relative error estimation of a partially functional linear multiplicative model (Q2009623) (← links)
- High-dimensional regression under correlated design: an extensive simulation study (Q2009626) (← links)
- An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data (Q2009628) (← links)
- Shrinkage estimation strategy in quasi-likelihood models (Q2231025) (← links)
- Predicting the scoring time in hockey (Q2241547) (← links)
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707) (← links)
- Adaptive estimation strategies in gamma regression model (Q2301223) (← links)
- Ridge-type pretest and shrinkage estimations in partially linear models (Q2306898) (← links)
- Penalty, shrinkage and pretest strategies. Variable selection and estimation (Q2438806) (← links)
- Estimation of the characteristic roots of the scale matrix (Q2564987) (← links)
- On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean (Q2572470) (← links)
- Combining reliability functions of a Weibull distribution (Q2628640) (← links)
- Improved estimation of kurtosis parameters for two multivariate populations (Q2628642) (← links)
- (Q2701872) (← links)
- (Q2730728) (← links)
- (Q2736913) (← links)
- Shrinkage and Penalty Estimators of a Poisson Regression Model (Q2802803) (← links)
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015) (← links)
- (Q2888181) (← links)
- Data-Based Adaptive Estimation in an Investment Model (Q2890086) (← links)
- (Q2903214) (← links)
- An Improved Estimation in Regression Parameter Matrix in Multivariate Regression Model (Q2920037) (← links)
- Shrinkage estimation in replicated median ranked set sampling (Q3070601) (← links)
- Meta-analysis, pretest, and shrinkage estimation of kurtosis parameters (Q3133067) (← links)
- On the estimation of the mean vector of a multivariate normal distribution under symmetry (Q3135679) (← links)