| Publication | Date of Publication | Type |
|---|
Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation
The International Journal of Biostatistics | 2024-11-12 | Paper |
Finite sample performance of an estimator of process capability index C pm for the autocorrelated data
Communications in Statistics. Simulation and Computation | 2023-12-07 | Paper |
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
Robust Bayesian analysis of a multivariate dynamic model
Physica A | 2022-08-05 | Paper |
Robust estimation with variational Bayes in presence of competing risks
Metron | 2021-12-16 | Paper |
| scientific article; zbMATH DE number 7128883 (Why is no real title available?) | 2019-11-12 | Paper |
Statistical process control for autocorrelated data on grid
Journal of Statistical Theory and Practice | 2019-08-30 | Paper |
Robust linear static panel data models using \(\varepsilon\)-contamination
Journal of Econometrics | 2017-11-23 | Paper |
Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix
Economics Letters | 2017-11-09 | Paper |
Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators
Economics Letters | 2016-01-01 | Paper |
Shrinkage estimation in spatial autoregressive model
Journal of Multivariate Analysis | 2015-12-23 | Paper |
Robust Bayesian analysis of Weibull failure model
Metron | 2015-01-28 | Paper |
Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
Journal of Systems Science and Complexity | 2014-01-27 | Paper |
Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
Journal of Multivariate Analysis | 2011-10-28 | Paper |
| scientific article; zbMATH DE number 5941328 (Why is no real title available?) | 2011-08-19 | Paper |
Effect of misspecifying the disturbance covariance matrix on a family of shrinkage estimators
Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
Bayesian Unit Root Test for Time Series Models with Structural Breaks
American Journal of Mathematical and Management Sciences | 2008-07-11 | Paper |
Unbiased estimation of the MSE matrices of improved estimators in linear regression
Journal of Applied Statistics | 2007-09-11 | Paper |
Bayesian unit root test for model with maintained trend
Statistics & Probability Letters | 2005-09-28 | Paper |
Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances
Annals of the Institute of Statistical Mathematics | 2003-01-08 | Paper |
STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Double \(k\)-class estimators in regression models with non-spherical disturbances
Journal of Multivariate Analysis | 2002-06-10 | Paper |
Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions
Applied Mathematics and Computation | 2001-04-25 | Paper |
| scientific article; zbMATH DE number 1525192 (Why is no real title available?) | 2001-03-29 | Paper |
Bayesian unit root test in nonnormal AR(1) model
Journal of Time Series Analysis | 2001-03-01 | Paper |
| Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances | 2001-02-19 | Paper |
Stein rule prediction of the composite target function in a general linear regression model
Statistical Papers | 2000-11-22 | Paper |
Bayesian estimation for the Pareto income distribution
Statistical Papers | 2000-10-03 | Paper |
Performance of the 2SHI estimator under the generalised pitman nearness criterion
Communications in Statistics: Theory and Methods | 1999-05-26 | Paper |
Bayesian analysis of the linear regression model with an edgeworth series prior distribution
Communications in Statistics: Theory and Methods | 1999-05-26 | Paper |
A note on the Stein rule estimator in a misspecified model
Metron | 1998-12-02 | Paper |
| scientific article; zbMATH DE number 1192564 (Why is no real title available?) | 1998-12-02 | Paper |
BAYESIAN ANALYSIS OF THE LINEAR REGRESSION MODEL WITH NON‐NORMAL DISTURBANCES
Australian Journal of Statistics | 1998-10-25 | Paper |
Bayesian predictive analysis of the linear regression model with an edgeworth series prior distribution
Communications in Statistics: Theory and Methods | 1997-05-19 | Paper |
| scientific article; zbMATH DE number 954449 (Why is no real title available?) | 1997-02-24 | Paper |
Robust Bayesian analysis of the linear regression model
Journal of Statistical Planning and Inference | 1996-10-28 | Paper |
Ridge regression estimators in the linear regression models with non-spherical errors
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
| scientific article; zbMATH DE number 232358 (Why is no real title available?) | 1993-08-23 | Paper |
| scientific article; zbMATH DE number 63476 (Why is no real title available?) | 1992-09-27 | Paper |
