Improved Estimation in a Contingency Table: Independence Structure
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asymptotic biasasymptotic riskscontingency chi-squared statisticindependence pivotJames-Stein rulelocal Pitman-type alternativesnull hypothesis of independencepreliminary test estimatorpreliminary test on independencequadratic lossshrinkage estimatortwo-way contingencyuncertain prior informationunrestricted maximum likelihood estimators
Recommendations
- Methods of estimation for quasi-independence in contingency tables
- The dependence structure of conditional probabilities in a contingency table
- Improved tests of independence in singly-ordered two-way contingency tables
- On pseudo-statistical independence in a contingency table
- Improved bounds for sampling contingency tables
- Improvement of the test of independence among groups of factors in a multi-way contingency table
Cited in
(23)- On minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way contingency table
- Improved biased estimation in an ANOVA model
- The breakdown value of the L₁ estimator in contingency tables
- Simultaneous estimation of coefficients of variation
- On shrinkage estimators in matrix variate elliptical models
- On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data
- Stepwise estimation of cell probabilities in 2 by 2 independent contingency tables
- Bayesian estimation methods for contingency tables
- Closed Form Estimators of Latent Cell Frequencies
- Empirical bayes estimation in contingency tables
- scientific article; zbMATH DE number 67270 (Why is no real title available?)
- Hypothesis Estimates and Acceptability Profiles for 2 × 2 Contingency Tables
- Improving Tests for Superior Treatment in Contingency Tables
- Improved Minimax Estimators of Normal Convariance and Precision Matrices
- Shrinkage and penalized estimators in weighted least absolute deviations regression models
- Estimating odds-ratio: homogeneity constraints
- Adaptive thresholding estimator for differential association structures in two independent contingency tables
- Improving the accuracy of estimating indexes in contingency tables using Bayesian estimators
- Shrinkage estimation of linear regression models with ARIMA errors and applications to Canadian crime rates data
- Shrinkage estimation of integer-valued autoregressive processes of order one with covariates
- Shrinkage estimation in linear mixed models for longitudinal data
- A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh
- Inference concerning quantile for left truncated and right censored data
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