Pages that link to "Item:Q4170075"
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The following pages link to Precision of individual estimators in simultaneous estimation of parameters (Q4170075):
Displaying 12 items.
- Performance of the empirical Bayes estimator for fixed parameters (Q537453) (← links)
- The exact mean squared error of Stein-rule estimator in linear models (Q1099549) (← links)
- Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries (Q1324578) (← links)
- Minimum mean squared error estimation of each individual coefficient in a linear regression model (Q1367670) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated (Q2340390) (← links)
- Estimation of the best linear unbiased predictor for the mean with unequal sample sizes (Q2361161) (← links)
- The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators. (Q2565041) (← links)
- Monotonicity of risk for a shrinkage estimator of a multivariate normal mean (Q3787307) (← links)
- Reduction of risk using restricted estimators (Q4843871) (← 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)
