The following pages link to Linear regression. (Q1399073):
Displaying 31 items.
- Ridge estimation in linear models with heteroskedastic errors (Q356502) (← links)
- Predicting the continuation of a function with applications to call center data (Q389291) (← links)
- Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (Q451246) (← links)
- Difference-based ridge estimator of parameters in partial linear model (Q451404) (← links)
- Efficiency of the modified jackknifed Liu-type estimator (Q452316) (← links)
- Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
- An information criterion for normal regression estimation (Q749120) (← links)
- Linear estimation with regressor decomposition (Q895151) (← links)
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors (Q958930) (← links)
- Regularized partial and/or constrained redundancy analysis (Q998840) (← links)
- Matrix trace Wielandt inequalities with statistical applications (Q1015872) (← links)
- Regularized linear and kernel redundancy analysis (Q1020827) (← links)
- Linear least squares regression: A different view (Q1126094) (← links)
- The compression LS estimate of regression coefficient in multivariate linear model (Q1333840) (← links)
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions (Q2013638) (← links)
- Connectedness versus diversification: two sides of the same coin (Q2037770) (← links)
- Predictive performance of linear regression models (Q2340401) (← links)
- An iterative approach to minimize the mean squared error in ridge regression (Q2354752) (← links)
- On ridge operators (Q2479493) (← links)
- Portfolio theorem proving and prover runtime prediction for geometry (Q2631959) (← links)
- Applied Linear Regression (Q4654002) (← links)
- Kernel estimator and predictor of partially linear mixed-effect errors-in-variables model (Q5065263) (← links)
- Almost sure convergence for weighted sums of φ-mixing random variables with applications (Q5077466) (← links)
- The feasible generalized restricted ridge regression estimator (Q5106816) (← links)
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics (Q5138023) (← links)
- Non-Diagonal-Type Estimator in Linear Regression (Q5417908) (← links)
- Reviving some geometric aspects of shrinkage estimation in linear models (Q5865885) (← links)
- V-optimality of designs in random effects Poisson regression models (Q6054657) (← links)
- Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function (Q6099115) (← links)
- A note on Cohen's \(d\) from a partitioned linear regression model (Q6106263) (← links)
- A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators (Q6107591) (← links)
