On an adjustment of degrees of freedom in the minimim mean squared error ertimator
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Cites work
Cited in
(23)- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors
- Double \(k\)-class estimators in regression models with non-spherical disturbances
- Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
- MSE performance of the 2SHI estimator in a regression model with multivariate t error terms
- MSE performance of a heterogeneous pre-test estimator
- scientific article; zbMATH DE number 5152035 (Why is no real title available?)
- MSE performance of the weighted average estimators consisting of shrinkage estimators
- Analytical expressions for the average adjustment interval and mean squared deviation for bounded adjustment schemes
- Minimum mean-squared error estimation in linear regression with an inequality constraint
- MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
- An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
- Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- PMSE performance of two different types of preliminary test estimators under a multivariate \(t\) error term
- A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
- MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
- Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted
- Pre-test double \(k\)-class estimators in linear regression
- Shrinkage estimation in spatial autoregressive model
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression
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