Pages that link to "Item:Q5841767"
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The following pages link to On Biases in Estimation Due to the Use of Preliminary Tests of Significance (Q5841767):
Displaying 50 items.
- A ridge regression estimation approach to the measurement error model (Q391912) (← links)
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach (Q434542) (← links)
- Simple regression in view of elliptical models (Q445829) (← links)
- Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples (Q451452) (← links)
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error (Q537520) (← links)
- On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data (Q609203) (← links)
- Preliminary test and Stein estimations in simultaneous linear equations (Q665940) (← links)
- On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation (Q715795) (← links)
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) (← links)
- The choice of an error term in analysis of variance designs (Q766617) (← links)
- Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information (Q816554) (← links)
- Development of preliminary test estimators and preliminary test confidence intervals for measures of reliability of Kumaraswamy-G distributions based on progressive type-II censoring (Q828488) (← links)
- Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model (Q840971) (← links)
- A pre-test like estimator dominating the least-squares method (Q935439) (← links)
- Inference concerning quantile for left truncated and right censored data (Q956984) (← links)
- Shrinkage estimation for the difference between exponential guarantee time parameters (Q957130) (← links)
- Preliminary test estimators and phi-divergence measures in generalized linear models with binary data (Q957310) (← links)
- Improved estimation in multiple linear regression models with measurement error and general constraint (Q1002354) (← links)
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
- Improved variance estimation under sub-space restriction (Q1026362) (← links)
- On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators (Q1095537) (← links)
- Estimation of a regression coefficient after two preliminary tests of significance (Q1135072) (← links)
- On level of significance of the preliminary test in pooling means (Q1145446) (← links)
- Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances (Q1194034) (← links)
- The exact distribution of a least squares regression coefficient estimator after a preliminary \(t\)-test (Q1209453) (← links)
- Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test (Q1221613) (← links)
- Regression estimation for bivariate normal distributions (Q1228145) (← links)
- A minimum discrimination information estimator of preliminary conjectured normal variance (Q1260709) (← links)
- Sometimes pool \(t\) estimation -- via shrinkage (Q1297578) (← links)
- On preliminary test and shrinkage estimation in linear models with long-memory errors (Q1299367) (← links)
- Improved biased estimation in an ANOVA model (Q1300815) (← links)
- Interval estimation of scale parameters following a pre-test for two exponential distributions (Q1391991) (← links)
- Simultaneous estimation of coefficients of variation (Q1600740) (← links)
- The generalized preliminary test estimator when different sets of stochastic restrictions are available (Q1685213) (← links)
- On pooling disturbance variances when the goal is testing restrictions on regression coefficients (Q1822178) (← links)
- Multi-auxiliary regression estimation based on conditional specification (Q1838798) (← links)
- Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression (Q1844524) (← links)
- Some comments on estimation in regression after preliminary tests of significance (Q1847116) (← links)
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model (Q1896072) (← links)
- Shrinkage estimation of the proportion in randomized response (Q1915119) (← links)
- Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss (Q1918143) (← links)
- A review of preliminary test-based statistical methods for the benefit of Six Sigma quality practitioners (Q1926086) (← links)
- Prediction of domain total using preliminary test (Q1936433) (← links)
- On shrinkage estimators in matrix variate elliptical models (Q2256597) (← links)
- Improved ridge regression estimators for the logistic regression model (Q2259334) (← links)
- Improved confidence intervals for the scale parameter of Burr XII model based on record values (Q2259778) (← links)
- Adaptive estimation strategies in gamma regression model (Q2301223) (← links)
- Improved estimation in regression with varying penalty (Q2320760) (← links)
- Improved estimators of the distribution function based on lower record values (Q2340395) (← links)
- Testing base load with non-sample prior information on process load (Q2392702) (← links)