The following pages link to Alan T. K. Wan (Q241369):
Displaying 50 items.
- A quantile varying-coefficient regression approach to length-biased data modeling (Q485909) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Adaptive LASSO for varying-coefficient partially linear measurement error models (Q715584) (← links)
- Combining least-squares and quantile regressions (Q719480) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- On estimation and inference in a partially linear hazard model with varying coefficients (Q741158) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors (Q997251) (← links)
- Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted (Q1019428) (← links)
- On the sensitivity of the one-sided \(t\) test to covariance misspecification (Q1026344) (← links)
- Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
- An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss (Q1124989) (← links)
- Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients (Q1381188) (← links)
- The exact density and distribution functions of the inequality constrained and pre-test estimators (Q1381204) (← links)
- On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. (Q1417791) (← links)
- Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances (Q1585891) (← links)
- Simultaneous estimation of several stratum means under error-in-variables superpopulation models (Q1585896) (← links)
- Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted (Q1590831) (← links)
- On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss (Q1591492) (← links)
- A semiparametric linear transformation model for general biased-sampling and right-censored data (Q1624311) (← links)
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
- Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
- The moments of the operational almost unbiased ridge regression estimator (Q1827040) (← links)
- On generalized ridge regression estimators under collinearity and balanced loss (Q1855711) (← links)
- Improved multivariate prediction in a general linear model with an unknown error covariance matrix. (Q1867141) (← links)
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (Q1871564) (← links)
- Admissible and minimax estimation of the parameter \(n\) in the binomial distribution (Q1873085) (← links)
- Estimating the error variance after a pre-test for an inequality restriction on the coefficients (Q1918229) (← links)
- The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- Minimum mean-squared error estimation in linear regression with an inequality constraint (Q1973322) (← links)
- Optimal model averaging for multivariate regression models (Q2078519) (← links)
- Model averaging for interval-valued data (Q2140226) (← links)
- Frequentist model averaging under inequality constraints (Q2156811) (← links)
- A varying-coefficient approach to estimating multi-level clustered data models (Q2351822) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Frequentist model averaging with missing observations (Q2445787) (← links)
- Estimating Equations Inference With Missing Data (Q3069854) (← links)
- Optimal Weight Choice for Frequentist Model Average Estimators (Q3111197) (← links)
- (Q3842971) (← links)
- On the Sampling Performance of an Improved Stein Inequality Restricted Estimator (Q4248156) (← links)
- On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms (Q4337251) (← links)
- Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances (Q4518271) (← links)
- STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES (Q4541768) (← links)
- Smoothed Rank Regression for the Accelerated Failure Time Competing Risks Model with Missing Cause of Failure (Q4626675) (← links)
- Partially linear transformation model for length-biased and right-censored data (Q4643625) (← links)
- (Q4651417) (← links)
- ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION (Q4817929) (← links)
- SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4828901) (← links)
- The non-optimality of interval restricted and pre-test estimators under squared error loss (Q4843683) (← links)
