Pages that link to "Item:Q2360888"
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The following pages link to Constrained estimation and some useful results in several multivariate models (Q2360888):
Displaying 13 items.
- A note on constrained M-estimation and its recursive analog in multivariate linear regression models (Q1042959) (← links)
- A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression (Q1062385) (← links)
- On estimation of variance components with constraints (Q1299475) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- On construction of improved estimators in multiple-design multivariate linear models under general restriction (Q1915250) (← links)
- Estimation of the conditional distribution of a multivariate variable given that one of its components is large: additional constraints for the Heffernan and Tawn model (Q1941454) (← links)
- Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment (Q2089398) (← links)
- Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
- A modified Newton method for constrained estimation in covariance structure analysis (Q2563642) (← links)
- An Improved Estimation in Regression Parameter Matrix in Multivariate Regression Model (Q2920037) (← links)
- Estimation and testing in constrained covariance component models (Q4364845) (← links)
- (Q4501312) (← links)
- On efficiency of some restricted estimators in a multivariate regression model (Q6157034) (← links)
