Pages that link to "Item:Q1903883"

The following pages link to Linear models. Least squares and alternatives (Q1903883):

Displaying 50 items.

• A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances (Q284198) (← links)
• Gilmour's approach to mixed and stochastic restricted ridge predictions in linear mixed models (Q307803) (← links)
• The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
• Poisson loglinear modeling with linear constraints on the expected cell frequencies (Q356493) (← links)
• A dual estimator as a tool for solving regression problems (Q367221) (← links)
• A general linear framework for the comparison and evaluation of models of sensorimotor synchronization (Q420959) (← links)
• Minimax prediction in the linear model with a relative squared error (Q434388) (← links)
• A new stochastic mixed ridge estimator in linear regression model (Q451396) (← links)
• Difference-based ridge estimator of parameters in partial linear model (Q451404) (← links)
• On misspecification of the dispersion matrix in mixed linear models (Q451421) (← links)
• Schwarz information criterion based tests for a change-point in regression models (Q451464) (← links)
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
• The credibility premiums for exponential principle (Q644653) (← links)
• The credibility models with equal correlation risks (Q646738) (← links)
• An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis (Q649102) (← links)
• Residual-based specification of the random-effects distribution for cluster data (Q713732) (← links)
• On a stronger-than-best property for best prediction (Q735152) (← links)
• Pseudo empirical likelihood method in the presence of missing data (Q745397) (← links)
• A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
• Some asymptotic theory for functional regression and classification (Q764787) (← links)
• On the first order regression procedure of estimation for incomplete regression models (Q816546) (← links)
• Partially observed information and inference about non-Gaussian mixed linear models (Q817990) (← links)
• An alternative stochastic restricted Liu estimator in linear regression (Q840983) (← links)
• Improvement of the Liu estimator in linear regression model (Q849874) (← links)
• Adaptation over parametric families of symmetric linear estimators (Q866612) (← links)
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion (Q876991) (← links)
• Quadratic prediction problems in finite populations (Q886318) (← links)
• An unbiased two-parameter estimation with prior information in linear regression model (Q904598) (← links)
• A stochastic restricted principal components regression estimator in the linear model (Q904599) (← links)
• Best prediction in linear models with mixed integer/real unknowns: Theory and application (Q926964) (← links)
• Mean estimation with calibration techniques in presence of missing data (Q959407) (← links)
• Improved GMM estimation of the spatial autoregressive error model (Q991347) (← links)
• Nonnegative quadratic estimation and quadratic sufficiency in general linear models (Q997005) (← links)
• The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
• Amputation versus imputation of missing values through ratio method in sample surveys (Q1015477) (← links)
• A stochastic restricted ridge regression estimator (Q1026359) (← links)
• Identifiability and equivalence of GLLIRM models (Q1029515) (← links)
• Weighted modified first order regression procedures for estimation in linear models with missing \(X\)-observations (Q1297660) (← links)
• Minimax adjustment technique and fuzzy information (Q1300816) (← links)
• Softly unbiased estimation. 1: The Gauss-Markov model (Q1300837) (← links)
• Unbiased prediction in linear regression models with equi-correlated responses (Q1383251) (← links)
• Estimation of regression models with equi-correlated responses when some observations on the response variable are missing (Q1402949) (← links)
• Note on a family of unbiased predictors for the equi-correlated responses in linear regression models (Q1567082) (← links)
• Some contributions to M-estimation in linear models (Q1579995) (← links)
• Another view of the Kuks-Olman estimator (Q1582367) (← links)
• Regression analysis and random sampling (Q1600705) (← links)
• Loss prediction based on run-off triangles (Q1633246) (← links)
• The balanced credibility estimators with correlation risk and inflation factor (Q1685206) (← links)
• Multidimensional credibility estimators with random common effects and time effects (Q1697673) (← links)
• A macro-DAG structure based mixture model (Q1731371) (← links)