The following pages link to (Q3922011):
Displaying 50 items.
- Statistical inference for restricted partially linear varying coefficient errors-in-variables models (Q433783) (← links)
- Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model (Q444973) (← links)
- Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information (Q451451) (← links)
- Optimal design for smoothing splines (Q645530) (← links)
- Approximate minimax estimators in the simultaneous equations model (Q689388) (← links)
- The weighted ridge estimator in stochastic restricted linear measurement error models (Q725690) (← links)
- Stochastic restricted estimation in partially linear additive errors-in-variables models (Q779700) (← links)
- Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion (Q876991) (← links)
- Some properties of \([tr(Q^{2p})]^{1/2p}\) with application to linear minimax estimation (Q917459) (← links)
- Restricted regression estimation in measurement error models (Q1019198) (← links)
- Use of prior information in the consistent estimation of regression coefficients in measurement error models (Q1021850) (← links)
- A stochastic restricted ridge regression estimator (Q1026359) (← links)
- Minimax linear regression estimation with symmetric parameter restrictions (Q1082019) (← links)
- Full and partial minimax estimation in regression analysis with additional linear constraints (Q1107934) (← links)
- Pre-test procedures and forecasting in the regression model under restrictions (Q1193990) (← links)
- On a relationship between minimax-linear and admissible estimators in linear regression (Q1195589) (← links)
- Minimum mean square error estimation in linear regression (Q1314492) (← links)
- Fuzzy prior information and minimax estimation in the linear regression model (Q1381189) (← links)
- Transformation approaches of linear random-effects models (Q1689491) (← links)
- A dynamic view of the portfolio efficiency frontier (Q1823827) (← links)
- Improved multivariate prediction in a general linear model with an unknown error covariance matrix. (Q1867141) (← links)
- Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression (Q1896088) (← links)
- Linear minimax-estimation in linear models with affine and ellipsoidal restrictions (Q1896170) (← links)
- Prediction and inverse estimation in repeated-measures models (Q1901764) (← links)
- Estimation using the linear regression model with incomplete ellipsoidal restrictions (Q1914885) (← links)
- Minimax estimation with random coefficients: Theory and application to stock returns (Q1914889) (← links)
- Minimax estimation in linear regression model (Q1918147) (← links)
- Feasible minimax estimators in the simultaneous equations model under partial restrictions (Q1918160) (← links)
- The stochastic restricted ridge estimator in generalized linear models (Q2065286) (← links)
- Simultaneous optimal predictions under two seemingly unrelated linear random-effects models (Q2076459) (← links)
- Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm (Q2110353) (← links)
- Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors (Q2178410) (← links)
- Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses (Q2495819) (← links)
- Restricted estimation and testing of hypothesis in linear measurement errors models (Q2817159) (← links)
- Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables (Q2890092) (← links)
- A minimax approach to missing values in linear regression (Q3136509) (← links)
- Minimax estimation with additional linear restrictions - a simulation study (Q3471500) (← links)
- Exact and stochastic nonlinear constrained estimation in the conditional poisson log-linear model (Q3474044) (← links)
- On a superiority problem in misspecified restricted linear models (Q3474069) (← links)
- Mean squared error matrix comparisons between biased estimators — An overview of recent results (Q3482718) (← links)
- A Comparison of Mixed and Ridge Estimators of Linear Models (Q3616275) (← links)
- Approximate minimax estimation in linear regression: theoretical results (Q3768206) (← links)
- Quasi minimax estimation in the linear regression model (Q3774755) (← links)
- Partial Minimax Estimation in Regression Analysis (Q3792085) (← links)
- Smoothing Errors (Q3842721) (← links)
- Estimation of linear models with nequal restrictions (Q4272672) (← links)
- On the compatibility of sample and prior information in the mixed regression model (Q4275813) (← links)
- Linear predictors of future order statistics (Q4337212) (← links)
- Robust designs based on auxiliary information (Q4366344) (← links)
- Some results for a superiority problem in misspecified restricted linear models (Q4387611) (← links)
