| Publication | Date of Publication | Type |
|---|
Efficient estimation strategies for estimating the shape parameter of the Birnbaum-Saunders distribution using shrinkage preliminary test type estimators
Lobachevskii Journal of Mathematics | 2025-01-03 | Paper |
Shrinkage estimation applied to a semi-nonparametric regression model
The International Journal of Biostatistics | 2024-11-12 | Paper |
Penalized Estimation of Sparse Markov Regime-Switching Vector Auto-Regressive Models
Technometrics | 2024-10-31 | Paper |
A survey of smoothing techniques based on a backfitting algorithm in estimation of semiparametric additive models
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
Shrinkage estimation of the dose for a given mortality
Journal of Applied Statistical Science | 2024-08-02 | Paper |
Optimizing robust shape parameter: improved methodologies for Birnbaum-Saunders distribution
Journal of Statistical Theory and Practice | 2024-07-31 | Paper |
Stein-rule M-estimation in sparse partially linear models
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression
Statistica Neerlandica | 2024-07-16 | Paper |
Confidence intervals for the cross product ratio under the special case of direct-inverse sampling scheme and its applications
Journal of Statistical Computation and Simulation | 2024-01-23 | Paper |
Penalty and related estimation strategies in the spatial error model
Statistica Neerlandica | 2023-12-12 | Paper |
Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
International Statistical Review | 2023-12-12 | Paper |
Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-20 | Paper |
A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample
Biometrics | 2023-10-17 | Paper |
Pretest and shrinkage estimators for log-normal means
Computational Statistics | 2023-09-05 | Paper |
| scientific article; zbMATH DE number 7734380 (Why is no real title available?) | 2023-09-05 | Paper |
| Post-shrinkage strategies in statistical and machine learning for high dimensional data | 2023-06-26 | Paper |
| scientific article; zbMATH DE number 7679441 (Why is no real title available?) | 2023-04-27 | Paper |
| scientific article; zbMATH DE number 7679505 (Why is no real title available?) | 2023-04-27 | Paper |
| scientific article; zbMATH DE number 7679442 (Why is no real title available?) | 2023-04-27 | Paper |
Penalty, post pretest and shrinkage strategies in a partially linear model
Communications in Statistics. Simulation and Computation | 2022-10-18 | Paper |
The generalized Pearson family of distributions and explicit representation of the associated density functions
Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions
Communications in Statistics. Simulation and Computation | 2022-06-13 | Paper |
Simultaneous estimation of Cronbach’s alpha coefficients
Communications in Statistics: Theory and Methods | 2022-06-10 | Paper |
The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Liu-type shrinkage estimations in linear models
Statistics | 2022-05-05 | Paper |
Estimation of several intraclass correlation coefficients
Communications in Statistics. Simulation and Computation | 2021-11-19 | Paper |
Predicting the scoring time in hockey
Journal of Statistical Theory and Practice | 2021-11-09 | Paper |
Shrinkage estimation strategy in quasi-likelihood models
Statistics & Probability Letters | 2021-09-29 | Paper |
Kernel Ridge Estimator for the Partially Linear Model under Right-Censored Data
Journal of the Iranian Statistical Society | 2021-09-17 | Paper |
Estimating the nonparametric regression function by using Padé approximation based on total least squares
Numerical Functional Analysis and Optimization | 2021-04-22 | Paper |
On predictive distribution of \(K\)-inflated Poisson models with and without additional information
Revista Colombiana de Estadística | 2020-12-16 | Paper |
| Post selection estimation and prediction in Poisson regression model | 2020-12-02 | Paper |
Estimation of semiparametric regression model with right-censored high-dimensional data
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
Robust gene–environment interaction analysis using penalized trimmed regression
Journal of Statistical Computation and Simulation | 2020-04-23 | Paper |
Merging data from multiple sources: pretest and shrinkage perspectives
Journal of Statistical Computation and Simulation | 2020-04-22 | Paper |
Improved robust ridge M-estimation
Journal of Statistical Computation and Simulation | 2020-04-22 | Paper |
Shrinkage and penalized estimation in semi-parametric models with multicollinear data
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Model selection and post estimation based on a pretest for logistic regression models
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Efficient estimation for the conditional autoregressive model
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Ridge-type pretest and shrinkage estimations in partially linear models
Statistical Papers | 2020-03-27 | Paper |
Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Model selection and parameter estimation of a multinomial logistic regression model
Journal of Statistical Computation and Simulation | 2020-03-09 | Paper |
Adaptive estimation strategies in gamma regression model
Journal of Statistical Theory and Practice | 2020-02-24 | Paper |
Weak signals in high-dimensional regression: detection, estimation and prediction
Applied Stochastic Models in Business and Industry | 2020-02-06 | Paper |
| An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data | 2019-11-29 | Paper |
| Penalized relative error estimation of a partially functional linear multiplicative model | 2019-11-29 | Paper |
| High-dimensional regression under correlated design: an extensive simulation study | 2019-11-29 | Paper |
| scientific article; zbMATH DE number 7119565 (Why is no real title available?) | 2019-10-18 | Paper |
Shrinkage, pretest, and penalty estimators in generalized linear models
Statistical Methodology | 2019-03-13 | Paper |
| Rejoinder to ``Post-selection shrinkage estimation for high-dimensional data analysis | 2019-02-08 | Paper |
Post selection shrinkage estimation for high-dimensional data analysis
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Post selection shrinkage estimation for high-dimensional data analysis
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Shrinkage estimation in linear mixed models for longitudinal data
Metrika | 2018-07-31 | Paper |
Rank-based Liu regression
Computational Statistics | 2018-07-27 | Paper |
Meta-analysis, pretest, and shrinkage estimation of kurtosis parameters
Communications in Statistics. Simulation and Computation | 2018-02-12 | Paper |
High Dimensional Data Analysis: Integrating Submodels
Contributions to Statistics | 2017-12-06 | Paper |
Catching uncertainty of wind: a blend of sieve bootstrap and regime switching models for probabilistic short-term forecasting of wind speed
Advances in Time Series Methods and Applications | 2017-07-31 | Paper |
| Shrinkage Estimation Strategies in Generalized Ridge Regression Models Under Low/High-Dimension Regime | 2017-07-07 | Paper |
| Inference concerning the conversion efficiency for a special predator-prey system | 2017-06-13 | Paper |
Combining reliability functions of a Weibull distribution
Lobachevskii Journal of Mathematics | 2017-06-02 | Paper |
Improved estimation of kurtosis parameters for two multivariate populations
Lobachevskii Journal of Mathematics | 2017-06-02 | Paper |
| scientific article; zbMATH DE number 6722868 (Why is no real title available?) | 2017-05-23 | Paper |
Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
Journal of Nonparametric Statistics | 2016-11-04 | Paper |
Shrinkage and penalty estimators of a Poisson regression model
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
| Shrinkage estimation and selection for a logistic regression model | 2015-07-30 | Paper |
| Efficient adaptive estimation strategies in high-dimensional partially linear regression models | 2015-07-30 | Paper |
Shrinkage estimation for the mean of the inverse Gaussian population
Metrika | 2014-10-17 | Paper |
Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
Statistics & Probability Letters | 2014-07-15 | Paper |
Penalized and shrinkage estimation in the Cox proportional hazards model
Communications in Statistics: Theory and Methods | 2014-06-06 | Paper |
L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
Applied Stochastic Models in Business and Industry | 2014-05-06 | Paper |
Penalty, shrinkage and pretest strategies. Variable selection and estimation
SpringerBriefs in Statistics | 2014-03-06 | Paper |
Stein-type estimation using ranked set sampling
Journal of Statistical Computation and Simulation | 2013-06-12 | Paper |
Shrinkage estimation for the regression parameter matrix in multivariate regression model
Journal of Statistical Computation and Simulation | 2013-04-17 | Paper |
An application of shrinkage estimation to the nonlinear regression model
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Stabilizing the performance of kurtosis estimator of multivariate data
Communications in Statistics. Simulation and Computation | 2012-10-30 | Paper |
An improved estimation in regression parameter matrix in multivariate regression model
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Inference on effect size indices from several two-armed experiments
Statistical Papers | 2012-09-23 | Paper |
Positive-shrinkage and pretest estimation in multiple regression: a Monte Carlo study with applications
Journal of the Iranian Statistical Society JIRSS | 2012-08-07 | Paper |
LASSO and shrinkage estimation in Weibull censored regression models
Journal of Statistical Planning and Inference | 2012-07-16 | Paper |
Absolute penalty and shrinkage estimation in partially linear models
Computational Statistics and Data Analysis | 2012-07-13 | Paper |
Data-based adaptive estimation in an investment model
Communications in Statistics. Theory and Methods | 2012-06-08 | Paper |
Estimation using two-sample and large sample theory in ranked set sampling
Pakistan Journal of Statistics | 2012-05-30 | Paper |
Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
Journal of Multivariate Analysis | 2012-05-11 | Paper |
Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes
Applied Stochastic Models in Business and Industry | 2011-04-06 | Paper |
Shrinkage estimation in replicated median ranked set sampling
Journal of Statistical Computation and Simulation | 2011-02-03 | Paper |
Robust inference strategy in the presence of measurement error
Statistics & Probability Letters | 2010-04-01 | Paper |
On the estimation of reliabilty function in a Weibull lifetime distribution
Statistics | 2009-09-18 | Paper |
High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator
Statistics & Probability Letters | 2009-09-14 | Paper |
Gamma Mixture: Bimodality, Inflexions and L-Moments
Communications in Statistics: Theory and Methods | 2009-06-25 | Paper |
Improving the performance of kurtosis estimator
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Asymptotic theory of simultaneous estimation of Poisson means
Linear Algebra and its Applications | 2009-05-12 | Paper |
Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
Linear Algebra and its Applications | 2009-05-12 | Paper |
SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2009-03-17 | Paper |
Comparisons of improved risk estimators of the multivariate mean vector
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Inference concerning quantile for left truncated and right censored data
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Biased estimation in a simple multivariate regression model
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Nonparametric inference strategies for the quantile functions under left truncation and right censoring
Journal of Nonparametric Statistics | 2008-03-07 | Paper |
Improving the Estimation of Eigenvectors Under Quadratic Loss
Calcutta Statistical Association Bulletin | 2008-02-15 | Paper |
Asymptotic Expansion of the Coverage Probability of James–Stein Estimators
Theory of Probability & Its Applications | 2008-01-30 | Paper |
Testing and Merging Information for Effect Size Estimation
Journal of Applied Statistics | 2007-09-13 | Paper |
Estimating and testing effect size from an arbitrary population
Journal of Statistical Computation and Simulation | 2007-04-18 | Paper |
Risk comparison of some shrinkage M-estimators in linear models
Journal of Nonparametric Statistics | 2007-03-08 | Paper |
| scientific article; zbMATH DE number 5006001 (Why is no real title available?) | 2006-02-13 | Paper |
On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean
Lobachevskii Journal of Mathematics | 2005-11-09 | Paper |
On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean
Lobachevskii Journal of Mathematics | 2005-11-09 | Paper |
Assessing the process capability index for non-normal processes
Journal of Statistical Planning and Inference | 2005-02-23 | Paper |
Simultaneous estimation of several intraclass correlation coefficients
Annals of the Institute of Statistical Mathematics | 2004-01-13 | Paper |
Improved Estimation of Coefficient Vector in a Regression Model
Communications in Statistics. Simulation and Computation | 2003-07-31 | Paper |
On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes
Statistics & Probability Letters | 2003-05-07 | Paper |
| scientific article; zbMATH DE number 1807566 (Why is no real title available?) | 2002-09-25 | Paper |
Construction of improved estimators of multinomial proportions
Communications in Statistics: Theory and Methods | 2002-09-24 | Paper |
Simultaneous estimation of coefficients of variation
Journal of Statistical Planning and Inference | 2002-06-16 | Paper |
On the rate of convergence of bootstrapped means in a Banach space
International Journal of Mathematics and Mathematical Sciences | 2002-05-14 | Paper |
Large-sample estimation strategies for eigenvalues of a Wishart matrix.
Metrika | 2002-01-29 | Paper |
Estimation of the scale matrix of a class of elliptical distributions
Metrika | 2002-01-29 | Paper |
Pretest estimation of eigenvalues of a Wishart matrix
International Mathematical Journal | 2002-01-08 | Paper |
Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
Journal of Statistical Planning and Inference | 2002-01-02 | Paper |
To pool or not to pool: The multivariate data
Sankhyā. Series B. Methodological | 2001-09-11 | Paper |
Stein–type shrinkage quantile estimation
Stochastic Analysis and Applications | 2001-07-19 | Paper |
Point and interval estimation in the combination of bioassay results with unequal variances
Biometrical Journal | 2001-05-20 | Paper |
| Shrinkage and Pretest Nonparametric Estimation of Regression Parameters from Censored Data with Multiple Observations at Each Level of Covariate | 2001-05-02 | Paper |
Improved nonparametric estimation of location vectors in multivariate regression models
Journal of Nonparametric Statistics | 2001-01-30 | Paper |
Improved pretest nonparametric estimation in a multivariate regression model
Communications in Statistics: Theory and Methods | 2000-11-20 | Paper |
Stmultaneous estimation of survivor functions in exponential lifetme models
Journal of Statistical Computation and Simulation | 2000-05-18 | Paper |
| scientific article; zbMATH DE number 1107543 (Why is no real title available?) | 2000-05-08 | Paper |
ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2000-04-27 | Paper |
Improved biased estimation in an ANOVA model
Linear Algebra and its Applications | 2000-02-13 | Paper |
To pool or not to pool the proportion in randomized response surveys
Communications in Statistics: Theory and Methods | 1999-11-10 | Paper |
| A Monte Carlo Study of Robustness of Pretest and Shrinkage Estimators in Pooling Coefficients of Variation | 1999-06-13 | Paper |
Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums
Stochastic Analysis and Applications | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1156819 (Why is no real title available?) | 1998-12-02 | Paper |
| scientific article; zbMATH DE number 1192569 (Why is no real title available?) | 1998-12-02 | Paper |
| scientific article; zbMATH DE number 1156823 (Why is no real title available?) | 1998-11-12 | Paper |
| scientific article; zbMATH DE number 1133218 (Why is no real title available?) | 1998-08-30 | Paper |
| scientific article; zbMATH DE number 1525193 (Why is no real title available?) | 1998-01-01 | Paper |
Improved estimation in a multivariate regression model
Computational Statistics and Data Analysis | 1997-08-31 | Paper |
| scientific article; zbMATH DE number 977889 (Why is no real title available?) | 1997-03-18 | Paper |
| scientific article; zbMATH DE number 954439 (Why is no real title available?) | 1997-02-24 | Paper |
Estimation of the characteristic roots of the scale matrix
Metrika | 1997-01-07 | Paper |
Shrinkage estimation of the proportion in randomized response
Metrika | 1996-09-18 | Paper |
Improved Shrinkage Estimation of Relative Potency
Biometrical Journal | 1996-05-20 | Paper |
Pooling reliability functions
Journal of Statistical Computation and Simulation | 1996-01-29 | Paper |
| scientific article; zbMATH DE number 813725 (Why is no real title available?) | 1996-01-02 | Paper |
| scientific article; zbMATH DE number 804211 (Why is no real title available?) | 1995-11-28 | Paper |
Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
Computational Statistics and Data Analysis | 1995-08-17 | Paper |
| scientific article; zbMATH DE number 742683 (Why is no real title available?) | 1995-04-09 | Paper |
Pooling means under uncertain prior information with application to discrete distributions
Statistics | 1995-02-28 | Paper |
On the estimation of the mean vector of a multivariate normal distribution under symmetry
Communications in Statistics: Theory and Methods | 1993-10-07 | Paper |
| scientific article; zbMATH DE number 227387 (Why is no real title available?) | 1993-09-01 | Paper |
Using the Moment Generating Function to Estimate the Correlation Coefficient by the Method of Proof Loading
American Journal of Mathematical and Management Sciences | 1993-08-17 | Paper |
| scientific article; zbMATH DE number 65042 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 4186878 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4161913 (Why is no real title available?) | 1989-01-01 | Paper |
Pooling multivariate data
Journal of Statistical Computation and Simulation | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4166674 (Why is no real title available?) | 1988-01-01 | Paper |
Recurrence Relations And Identities For Moments Of Order Statistics, II; Specific Continuous Distributions
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4119400 (Why is no real title available?) | 1988-01-01 | Paper |
