Pages that link to "Item:Q1822169"
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The following pages link to Improved prediction in the presence of multicollinearity (Q1822169):
Displaying 12 items.
- The principal correlation components estimator and its optimality (Q345375) (← links)
- Improved estimation under collinearity and squared error loss (Q581970) (← links)
- Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function (Q989262) (← links)
- Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
- On generalized ridge regression estimators under collinearity and balanced loss (Q1855711) (← links)
- Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function (Q2374412) (← links)
- A monte carlo study of collinearity in linear simultaneous equation models<sup>∗</sup> (Q3135454) (← links)
- A comparison of stein-like procedures for estimating linear regression models with multicollinear data (Q4843814) (← links)
- Large sample asymptotic properties of the double k-class estimators in linear regression models (Q4853090) (← links)
- Generalized Liu Type Estimators Under Zellner's Balanced Loss Function (Q5697405) (← links)
- Double \(k\)-class estimators in regression models with non-spherical disturbances (Q5960849) (← links)
- New Bayesian approach to the estimation in simultaneous equations model (Q6180959) (← links)
