Pages that link to "Item:Q3125800"

The following pages link to On an adjustment of degrees of freedom in the minimim mean squared error ertimator (Q3125800):

Displaying 23 items.

• Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances (Q394450) (← links)
• Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses (Q450850) (← links)
• Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
• Shrinkage estimation in spatial autoregressive model (Q900819) (← links)
• An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss (Q1124989) (← links)
• MSE performance of a heterogeneous pre-test estimator (Q1304086) (← links)
• Pre-test double \(k\)-class estimators in linear regression (Q1577329) (← 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)
• Minimum mean-squared error estimation in linear regression with an inequality constraint (Q1973322) (← links)
• Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function (Q2336143) (← links)
• Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q2807699) (← links)
• (Q3436741) (← links)
• Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted (Q4253296) (← links)
• Analytical expressions for the average adjustment interval and mean squared deviation for bounded adjustment schemes (Q4490191) (← links)
• MSE performance of the weighted average estimators consisting of shrinkage estimators (Q4639110) (← links)
• ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION (Q4817929) (← 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 performance of two different types of preliminary test estimators under a multivariate <i>t</i> error term (Q5076902) (← 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 dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression (Q5953986) (← links)
• Double \(k\)-class estimators in regression models with non-spherical disturbances (Q5960849) (← links)