Pages that link to "Item:Q1838008"

The following pages link to Properties of shrinkage estimators in linear regression when disturbances are not normal (Q1838008):

Displaying 12 items.

• Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances (Q1125531) (← links)
• A modified generalized mixed regression estimator when disturbances are nonnormal (Q1402950) (← links)
• Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model (Q2266307) (← links)
• Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
• The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution (Q2886973) (← links)
• The exact density of nonparametric regression estimators: fixed design case (Q3135641) (← links)
• A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality (Q3787314) (← links)
• Small sample properties of ridge estimators with normal and non-normal disturbances (Q4019207) (← links)
• Large sample asymptotic properties of the double k-class estimators in linear regression models (Q4853090) (← links)
• The coefficient of determination and its adjusted version in linear regression models (Q4853098) (← links)
• Linear shrinkage estimation of high-dimensional means (Q6169356) (← links)