Pages that link to "Item:Q4131494"
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The following pages link to Optimal Critical Values for Pre-Testing in Regression (Q4131494):
Displayed 16 items.
- Mixed regression estimator under misspecification (Q899790) (← links)
- Estimation of regression coefficients after a preliminary test for homoscedasticity (Q1135593) (← links)
- The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (Q1184947) (← links)
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative (Q1252690) (← links)
- Optimal pre-test estimators in regression (Q1858964) (← links)
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (Q1871564) (← links)
- Optimal critical regions for pre-test estimators using a Bayes risk criterion (Q2266311) (← links)
- Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q2807699) (← links)
- MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated (Q2839075) (← links)
- On estimating the common mean in two normal distributions after a preliminary test for equality of variances (Q3028082) (← links)
- MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator (Q3168561) (← links)
- Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression (Q3473055) (← links)
- Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated (Q3564756) (← links)
- Optimal significance levels of prior tests in the presence of multicollinearity (Q3925017) (← links)
- Edgeworth-adjusting test statistics for ar(1) errors (Q4019295) (← links)
- Weighted-Average Least Squares Prediction (Q5863646) (← links)