Pages that link to "Item:Q1230330"
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The following pages link to Estimation of parameters in a linear model (Q1230330):
Displaying 50 items.
- Admissibility of estimated regression coefficients under generalized balanced loss (Q318125) (← links)
- The principal correlation components estimator and its optimality (Q345375) (← links)
- Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function (Q392044) (← links)
- Admissibility and linear sufficiency in linear model with nuisance parameters (Q451339) (← links)
- Characterization of admissible linear estimators in the growth curve model with respect to inequality constraints (Q458112) (← links)
- The superiorities of Bayes linear unbiased estimator in multivariate linear models (Q511191) (← links)
- Optimal prediction in finite populations under matrix loss (Q538092) (← links)
- All admissible linear estimators of a regression coefficient under a balanced loss function (Q550174) (← links)
- A complete class for linear estimation in a general linear model (Q582736) (← links)
- Quadratic estimators of covariance components in a multivariate mixed linear model (Q635895) (← links)
- Admissible prediction in superpopulation models with random regression coefficients under matrix loss function (Q642224) (← links)
- A characterization of admissible linear estimators of fixed and random effects in linear models (Q745444) (← links)
- Covariance structure associated with an equality between two general ridge estimators (Q779685) (← links)
- Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients (Q816542) (← links)
- Admissibility of simultaneous prediction for actual and average values in finite population (Q824572) (← links)
- Admissible linear estimators in mixed linear models (Q921780) (← links)
- On the natural restrictions in the singular Gauss-Markov model (Q946268) (← links)
- Admissibility of linear estimators with respect to inequality constraints under matrix loss function (Q958017) (← links)
- Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model (Q976954) (← links)
- Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function (Q989262) (← links)
- On consistency, natural restrictions and estimability under classical and extended growth curve models (Q1015894) (← links)
- Characterization of admissible linear estimators in the general growth curve model with respect to an incomplete ellipsoidal restriction (Q1019639) (← links)
- Admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set (Q1035533) (← links)
- Admissibility for linear estimator of parameter on growth curve model with respect to linear constraint (Q1036912) (← links)
- Some theoretical results for generalized ridge regression estimators (Q1069246) (← links)
- Admissible linear estimators in restricted linear models (Q1069574) (← links)
- Characterizations of admissible linear estimators in restricted linear models (Q1073477) (← links)
- Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints (Q1077848) (← links)
- Minimax linear regression estimation with symmetric parameter restrictions (Q1082019) (← links)
- A characterization of the multivariate normal distribution and some remarks on linear estimators (Q1097607) (← links)
- Scalar multiples of admissible linear estimators (Q1097615) (← links)
- The exact mean squared error of Stein-rule estimator in linear models (Q1099549) (← links)
- On characterization of linear admissible estimators: An extension of a result due to C. R. Rao (Q1104673) (← links)
- On the structure of admissible linear estimators (Q1115047) (← links)
- Admissible linear estimation in a general Gauss-Markov model with an incorrectly specified dispersion matrix (Q1116216) (← links)
- Linear sufficiency and admissibility in restricted linear models (Q1126104) (← links)
- On a relationship between minimax-linear and admissible estimators in linear regression (Q1195589) (← links)
- Compromise designs in heteroscedastic linear models (Q1200664) (← links)
- Estimating true score in the compound binomial error model (Q1249012) (← links)
- Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators (Q1265987) (← links)
- On contractions in linear regression (Q1299000) (← links)
- Minimum mean square error estimation in linear regression (Q1314492) (← links)
- Another look at the naive estimator in a regression model (Q1324989) (← links)
- Shrinking toward submodels in regression (Q1333134) (← links)
- Admissibility of linear estimate of regression coefficients in growth curve model under matrix loss (Q1335396) (← links)
- Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function (Q1346660) (← links)
- Matrix loss in comparison of linear experiments (Q1369304) (← links)
- Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models (Q1421859) (← links)
- Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model. (Q1426350) (← links)
- Another view of the Kuks-Olman estimator (Q1582367) (← links)