Pages that link to "Item:Q374946"
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The following pages link to On double \(k\)-class estimators of coefficients in linear regression (Q374946):
Displaying 11 items.
- Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances (Q643304) (← links)
- A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models (Q899779) (← links)
- On the asymptotic bias and mean squared error of an improved estimator for coefficients in linear regression (Q899821) (← links)
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
- Selecting a double \(k\)-class estimator for regression coefficients (Q1324572) (← links)
- Pre-test double \(k\)-class estimators in linear regression (Q1577329) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- Comparison of improved regression estimators with and without moments (Q3474060) (← links)
- Large sample asymptotic properties of the double k-class estimators in linear regression models (Q4853090) (← links)
- (Q5158566) (← links)
- Double \(k\)-class estimators in regression models with non-spherical disturbances (Q5960849) (← links)