Publication | Date of Publication | Type |
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A Minimum Mean Squared Error Semiparametric Combining Estimator | 2020-11-10 | Paper |
A Risk Superior Semiparametric Estimator for Overidentified Linear Models | 2020-11-10 | Paper |
A family of empirical likelihood functions and estimators for the binary response model | 2016-08-12 | Paper |
Estimation and inference in the case of competing sets of estimating equations | 2016-05-09 | Paper |
Combining estimators to improve structural model estimation and inference under quadratic loss | 2016-04-01 | Paper |
Statistical model selection criteria | 2016-01-01 | Paper |
On extracting probability distribution information from time series | 2014-09-08 | Paper |
Implications of the Cressie-Read family of additive divergences for information recovery | 2014-09-08 | Paper |
Fellow's opinion corner: econometric information recovery | 2014-04-04 | Paper |
Pre-test estimation under squared error loss | 2013-10-24 | Paper |
The sampling performance of pre-test estimators of the scale parameter under squared error loss | 2013-10-24 | Paper |
On assessing the precision of Stein's estimator | 2013-10-24 | Paper |
Information theoretic solutions for correlated bivariate processes | 2013-01-28 | Paper |
An Information Theoretic Approach to Econometrics | 2012-04-18 | Paper |
Entropy: the Markov ordering approach | 2012-01-09 | Paper |
Stigler's approach to recovering the distribution of first significant digits in natural data sets | 2010-01-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q5309197 | 2007-10-09 | Paper |
A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss | 2007-08-20 | Paper |
Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems | 2004-06-10 | Paper |
Generalized moment based estimation and inference | 2003-02-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4523872 | 2001-01-15 | Paper |
Estimation and inference with censored and ordered multinomial response data | 1999-04-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4365235 | 1997-11-02 | Paper |
A Maximum Entropy Approach to Recovering Information From Multinomial Response Data | 1997-09-09 | Paper |
A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy | 1997-02-27 | Paper |
Recovering information in the case of underdetermined problems and incomplete economic data | 1996-07-17 | Paper |
Some statistical implications of multivariate inequality constrained testing | 1993-10-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q3996274 | 1992-09-17 | Paper |
Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity | 1991-01-01 | Paper |
Improved estimation under collinearity and squared error loss | 1990-01-01 | Paper |
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss | 1990-01-01 | Paper |
Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3350539 | 1988-01-01 | Paper |
The extended Stein procedure for simultaneous model selection and parameter estimation | 1987-01-01 | Paper |
Improved prediction in the presence of multicollinearity | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3806648 | 1986-01-01 | Paper |
A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions | 1984-01-01 | Paper |
The non-optimality of the inequality restricted estimator under squared error loss | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3692680 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3664270 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4178373 | 1978-01-01 | Paper |
On Testing the Adequacy of a Regression Model | 1978-01-01 | Paper |
Application of Pre-Test and Stein Estimators to Economic Data | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4187216 | 1977-01-01 | Paper |
A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss | 1976-01-01 | Paper |
A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss | 1976-01-01 | Paper |
A mean square error test when stochastic restrictions are used in regression | 1974-01-01 | Paper |
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression | 1973-01-01 | Paper |
Some comments on estimation in regression after preliminary tests of significance | 1973-01-01 | Paper |
Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound | 1973-01-01 | Paper |
The Statistical Consequences of Preliminary Test Estimators in Regression | 1973-01-01 | Paper |
ESTIMATION OF TRANSITION PROBABILITIES IN A NONSTATIONARY FINITE MARKOV CHAIN | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5598049 | 1970-01-01 | Paper |
A Sampling Study of the Properties of Estimators of Transition Probabilities | 1969-01-01 | Paper |
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS | 1969-01-01 | Paper |
Maximum Likelihood and Bayesian Estimation of Transition Probabilities | 1968-01-01 | Paper |