Pages that link to "Item:Q3795102"
From MaRDI portal
The following pages link to Sequential shrinkage estimation in the general linear model (Q3795102):
Displayed 8 items.
- Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456) (← links)
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (Q914308) (← links)
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression (Q1378758) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data (Q2321986) (← links)
- Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance (Q3155711) (← links)
- Sequential Generlized Least squares Estimator For An Autoressive parameter (Q4351751) (← links)
- SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS (Q4787883) (← links)