Pages that link to "Item:Q4110471"
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The following pages link to Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's (Q4110471):
Displaying 12 items.
- 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)
- 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)
- Minimum mean-squared error estimation in linear regression with an inequality constraint (Q1973322) (← links)
- Some strong consistency results in stochastic regression (Q2015068) (← links)
- Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted (Q4253296) (← links)
- Exact small sample properties of an operational variant of the minimum mean squared error estimator (Q4337187) (← links)
- MSE performance of the weighted average estimators consisting of shrinkage estimators (Q4639110) (← links)
- MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression (Q5953986) (← links)
