The following pages link to Thomas A. Yancey (Q1235477):
Displaying 11 items.
- Pre-test estimation under squared error loss (Q374780) (← links)
- The sampling performance of pre-test estimators of the scale parameter under squared error loss (Q374814) (← links)
- A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss (Q1235478) (← links)
- (Q1822167) (redirect page) (← links)
- The extended Stein procedure for simultaneous model selection and parameter estimation (Q1822168) (← links)
- Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression (Q1844524) (← links)
- Some comments on estimation in regression after preliminary tests of significance (Q1847116) (← links)
- A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions (Q2266305) (← links)
- The non-optimality of the inequality restricted estimator under squared error loss (Q2266341) (← links)
- Some statistical implications of multivariate inequality constrained testing (Q3135389) (← links)
- Parameter Estimates and Autonomous Growth (Q3254743) (← links)
