Pages that link to "Item:Q1845595"
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The following pages link to On the sampling distribution of improved estimators for coefficients in linear regression (Q1845595):
Displayed 13 items.
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Moments of OLS estimators in an autoregressive moving average model with explanatory variables (Q899843) (← links)
- The exact mean squared error of Stein-rule estimator in linear models (Q1099549) (← links)
- The asymptotic expansion of the Stein estimators for the vector case (Q1144864) (← links)
- The asymptotic expansion as well as the exact moments of the Stein estimator when the population means are nearly equal (Q1838789) (← links)
- The exact distribution of the Stein-rule estimator (Q2266304) (← 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 sampling distribution of shrinkage estimators and their F-ratios in the regression model (Q2266307) (← links)
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated (Q2340390) (← links)
- The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators. (Q2565041) (← links)
- A bias-adjusted LM test of error cross-section independence (Q3499431) (← links)
- On the calculation of the moments of several econometric estimators (Q4151060) (← links)
- Estimation of Several Intraclass Correlation Coefficients (Q5860241) (← links)