The following pages link to Akio Namba (Q167660):
Displaying 18 items.
- 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)
- PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (Q1423165) (← links)
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression (Q1582368) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated (Q2340390) (← links)
- PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables (Q2493852) (← links)
- MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator (Q3168561) (← links)
- Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated (Q3564756) (← links)
- Simulation Studies on Bootstrap Empirical Likelihood Tests (Q4454185) (← links)
- A note on new feasible generalized ridge regression estimator under the linex loss function (Q4460626) (← links)
- MSE performance of the weighted average estimators consisting of shrinkage estimators (Q4639110) (← links)
- PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED (Q4807324) (← 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)
- Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
- MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated (Q5866067) (← links)
- MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms (Q5928228) (← links)
- MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break (Q6662621) (← links)
