Pages that link to "Item:Q894642"

The following pages link to Efficient shrinkage in parametric models (Q894642):

Displaying 17 items.

• Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• Shrinkage for categorical regressors (Q2024479) (← links)
• Satisficing credibility for heterogeneous risks (Q2076853) (← links)
• Constrained estimation using penalization and MCMC (Q2116360) (← links)
• On the market price of risk (Q2230759) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
• James-Stein estimation problem for a multivariate normal random matrix and an improved estimator (Q2401292) (← links)
• PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729) (← links)
• A ridge to homogeneity for linear models (Q5033433) (← links)
• A James-Stein-type adjustment to bias correction in fixed effects panel models (Q5095207) (← links)
• OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
• Efficiency gains in least squares estimation: A new approach (Q5862508) (← links)
• Minimizing sensitivity to model misspecification (Q6067186) (← links)
• Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data (Q6067706) (← links)
• Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
• Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)