Minimum average risk estimators for coefficients in linear models
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Cites work
- Constraints Often Overlooked in Analyses of Simultaneous Equation Models
- scientific article; zbMATH DE number 3500900 (Why is no real title available?)
- scientific article; zbMATH DE number 3350922 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- Linear Statistical Inference and its Applications
- On a Theorem Used in Nonlinear Least Squares
- On testing hypotheses regarding a class of covariance structures
- Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I
- The Use of Undersized Samples in the Estimation of Simultaneous Equation Systems
Cited in
(11)- A ridge-like method for simultaneous estimation of simultaneous equations
- A comparison of estimators for undersized samples
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
- Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II
- A Note on Superiority Comparisons of Homogeneous Linear Estimators
- A note on Krafft's maximin linear estimator for linear regression parameters
- On a generalized stein estimator of regression coefficients
- A note on minimum average risk estimators for coefficients in linear models
- Two methods of evaluating hoerl and kennard's ridge regression
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