Estimation of location parameters from two linear models under normality
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(54)- On the superiority of the nested multi-dimensional block designs, relative to the classical incomplete block designs
- On estimating a common multivariate normal mean vector
- Inadmissibility of the uncombined two-stage estimator when additional samples are available
- Estimating common parameters of growth curve models
- On exact confidence intervals for the common mean of several normal populations
- Estimation of the parameters in two linear models with only some of the parameter vectors identical
- Yates type estimators of a common mean
- Improving estimates in B.I.B. designs
- Improving estimates in P.B.I.B. designs
- Recovery of interblock information: An update
- Robust estimation of common regression coefficients under spherical symmetry
- Estimation of a common multivariate normal mean vector
- Estimation of a common mean of several univariate inverse Gaussian populations
- Analysis of designs with two-way elimination of heterogeneity
- Estimation of common coefficients in two regression equations
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity
- Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
- A note on second-order admissibility of the Graybill-Deal estimator of a common mean of several normal populations.
- On some aspects of row-column designs
- Minimax estimation of common coefficients of several regression models under quadratic loss
- Finite-sample properties of the Graybill-Deal estimator
- A generalized p-value approach to inference on common mean
- On some aspects of estimation of a common mean of two independent normal populations
- Noninformative priors for the common mean in the bivariate normal distribution
- Estimating quantiles of normal populations with a common mean
- On estimating the common mean of several normal populations under the pitman closeness criterion
- An improved confidence region for the common mean vector of two multivariate homoscedastic normal distributions
- Estimating common parameters of growth curve models under a quadratic loss
- On uniformly better combined estimates in row-column designs with adjusted orthogonality
- A more powerful test for incomplete block designs
- Estimation of the common location paeameters for the two linear models
- Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations
- Interval estimation of the common mean
- Uniformly better estimators with application in two-way designs
- A note on weights for combining intra- and inter-block estimates in balanced incomplete block designs
- A note on estimating the common mean of k normal distributions and the stein problem
- Combined estimate of a location parameter
- A bayes method for estimating the common mean of two normal populations
- Recovery of inter-block information: extensions in a two variance component model
- Improved estimators for the common means of two normal distributions with ordered variances
- Shrinkage estimation for the mean of the inverse Gaussian population
- On the cohen-sackrowitz estimator of a common mean
- Confidence regions for the common mean vector of several multivariate normal populations
- Estimation of two ordered normal means under modified Pitman nearness criterion
- Comparison of Local Powers of Some Exact Tests for a Common Normal Mean with Unequal Variances
- Alternative classification rules for two normal populations with a common mean and ordered variances
- Alternative estimation of the common mean of two normal populations with order restricted variances
- Improved estimation of quantiles of two normal populations with common mean and ordered variances
- Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean
- Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean
- Parameter estimation from small biased samples: fuzzy sets vs statistics
- Point and interval estimation of powers of scale parameters for two normal populations with a common mean
- Testing hypotheses about the common mean of normal distributions
- Closer estimators of a common mean in the sense of Pitman
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