Pages that link to "Item:Q4046969"

The following pages link to The Minimum Mean Square Error Linear Estimator and Ridge Regression (Q4046969):

Displaying 35 items.

• Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses (Q450850) (← links)
• Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
• Three theorems with applications to Euclidean distance matrices (Q581508) (← links)
• Optimal weighting of a priori statistics in linear estimation theory (Q687024) (← links)
• Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression (Q899962) (← links)
• An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss (Q1124989) (← links)
• Comparison of biasing parameter computational techniques in ridge-type estimation (Q1208325) (← links)
• Some properties of a class of biased regression estimators (Q1245547) (← links)
• MSE performance of a heterogeneous pre-test estimator (Q1304086) (← links)
• An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression (Q1305258) (← links)
• Minimum mean square error estimation in linear regression (Q1314492) (← links)
• Minimum mean squared error estimation of each individual coefficient in a linear regression model (Q1367670) (← links)
• Restricted ridge estimation. (Q1423104) (← links)
• Pre-test double \(k\)-class estimators in linear regression (Q1577329) (← links)
• MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression (Q1582368) (← links)
• The optimal extended balanced loss function estimators (Q1789689) (← links)
• On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
• Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function (Q1882938) (← links)
• Minimum mean-squared error estimation in linear regression with an inequality constraint (Q1973322) (← links)
• Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function (Q2336143) (← links)
• Model selection strategies for identifying most relevant covariates in homoscedastic linear models (Q2445774) (← links)
• A comparison of biased regression estimators using a pitman nearness criterion (Q3350544) (← links)
• A note on Krafft's maximin linear estimator for linear regression parameters (Q3713419) (← links)
• Selection buasubg parameters in adaptive ridge regression estimators (Q4031299) (← links)
• Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted (Q4253296) (← links)
• MSE performance of the weighted average estimators consisting of shrinkage estimators (Q4639110) (← links)
• ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION (Q4817929) (← links)
• A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q4960663) (← links)
• PMSE performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term (Q5076902) (← links)
• Risk performance of some shrinkage estimators (Q5083983) (← links)
• Goodness of fit for generalized shrinkage estimation (Q5117971) (← links)
• MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated (Q5866067) (← links)
• MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms (Q5928228) (← links)
• MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression (Q5953986) (← links)
• Double \(k\)-class estimators in regression models with non-spherical disturbances (Q5960849) (← links)