Pages that link to "Item:Q4551781"
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The following pages link to Estimation of the mean of a univariate normal distribution with known variance (Q4551781):
Displaying 21 items.
- Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (Q451246) (← links)
- A process variability control chart (Q549620) (← links)
- Monitoring process variability using auxiliary information (Q626205) (← links)
- On the sensitivity of pre-test estimators to covariance misspecification (Q710783) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors (Q997251) (← links)
- Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
- On weighted estimation in linear regression in the presence of parameter uncertainty (Q1934824) (← links)
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
- On the harm that ignoring pretesting can cause (Q2439088) (← links)
- A characterization of Bayesian robustness for a normal location parameter (Q2439269) (← links)
- A comparison of two model averaging techniques with an application to growth empirics (Q2630157) (← links)
- Estimation of the mean of a univariate normal distribution when the variance is not known (Q3367404) (← links)
- SHRINKAGE EFFICIENCY BOUNDS (Q3450349) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- Posterior moments and quantiles for the normal location model with Laplace prior (Q5078887) (← links)
- A control chart using an auxiliary variable and repetitive sampling for monitoring process mean (Q5222286) (← links)
- Further results on optimal critical values of pre‐test when estimating the regression error variance (Q5469923) (← links)
- Weighted-Average Least Squares Prediction (Q5863646) (← links)
- Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
