Pages that link to "Item:Q4403596"
From MaRDI portal
The following pages link to Multicollinearity and the Mean Square Error of Alternative Estimators (Q4403596):
Displaying 6 items.
- Optimal critical regions for pre-test estimators using a Bayes risk criterion (Q2266311) (← links)
- Assessing Influence on the Liu Estimates in Linear Regression Models (Q2865258) (← links)
- Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149) (← links)
- Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators (Q3749918) (← links)
- Weighted estimators in regression with multicollinearity (Q3871755) (← links)
- Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence (Q5415878) (← links)