Pages that link to "Item:Q2930125"
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The following pages link to Statistical Inference for Models with Multivariate t‐Distributed Errors (Q2930125):
Displaying 12 items.
- The generalized preliminary test estimator when different sets of stochastic restrictions are available (Q1685213) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Improved mixed model for longitudinal data analysis using shrinkage method (Q2418465) (← links)
- Estimation in the complementary exponential geometric distribution based on progressive type-II censored data (Q2660491) (← links)
- Interval estimation of parameters in a multivariate \(t\)-model with Rao's simple structure (Q2860383) (← links)
- Conditional inference for treatment and error in multivariate analysis (Q3580509) (← links)
- Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness (Q4976203) (← links)
- The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models (Q4976258) (← links)
- Shrinkage estimator of regression model under asymmetric loss (Q5076968) (← links)
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models (Q5106841) (← links)
