The following pages link to (Q4178373):
Displaying 50 items.
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Estimation and inference in the case of competing sets of estimating equations (Q280215) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Small sample performance of the Stein-rule in non-orthogonal designs (Q356646) (← links)
- The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
- Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
- A Stein-rule method for pooling data (Q374751) (← links)
- Pre-test estimation under squared error loss (Q374780) (← links)
- On assessing the precision of Stein's estimator (Q375106) (← links)
- Extension of some important identities in shrinkage-pretest strategies (Q379960) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
- A ridge regression estimation approach to the measurement error model (Q391912) (← links)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances (Q394450) (← links)
- Implications of the Cressie-Read family of additive divergences for information recovery (Q406232) (← links)
- Accounting for uncertainty in heteroscedasticity in nonlinear regression (Q413343) (← links)
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach (Q434542) (← links)
- Simple regression in view of elliptical models (Q445829) (← links)
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses (Q450850) (← links)
- Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (Q451246) (← links)
- Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples (Q451452) (← links)
- Frequentist model averaging estimation: a review (Q473054) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error (Q537520) (← links)
- Improved estimation under collinearity and squared error loss (Q581970) (← links)
- Shrinkage strategy in stratified random sample subject to measurement error (Q625026) (← links)
- MSE-improvement of the least squares estimator by dropping variables (Q685762) (← links)
- On the sensitivity of pre-test estimators to covariance misspecification (Q710783) (← links)
- Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- Preliminary-test estimation of the standard error of estimate in linear regression (Q751126) (← links)
- On the first order regression procedure of estimation for incomplete regression models (Q816546) (← links)
- Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information (Q816554) (← links)
- Pooling multivariate data under W, LR and LM tests (Q819425) (← links)
- Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model (Q840971) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
- Optimal method in multiple regression with structural changes (Q888480) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- Stein-rule least squares estimation: A heuristic for fallible data (Q899740) (← links)
- Some new estimators in spatial econometrics (Q899837) (← links)
- A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator (Q899840) (← links)
- Preliminary-test estimation in mis-specified regressions (Q899845) (← links)
- The positive-part Stein-rule estimator and tests of linear hypotheses (Q900061) (← links)
- Risk characteristics of a Stein-like estimator for the probit regression model (Q902659) (← links)
- Preliminary-test estimation of the scale parameter in a mis-specified regression model (Q902686) (← links)
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512) (← links)
