Pages that link to "Item:Q4807324"

The following pages link to PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED (Q4807324):

Displayed 11 items.

• Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors (Q476242) ‎ (← links)
• Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) ‎ (← links)
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) ‎ (← links)
• Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) ‎ (← links)
• PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (Q1423165) ‎ (← links)
• Performance of preliminary test estimators for error variance based on W, LR and LM tests (Q2219872) ‎ (← links)
• Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function (Q2336143) ‎ (← links)
• PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables (Q2493852) ‎ (← links)
• Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q2807699) ‎ (← 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)
• PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729) ‎ (← links)