Pages that link to "Item:Q4253296"
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The following pages link to Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted (Q4253296):
Displaying 10 items.
- MSE-improvement of the least squares estimator by dropping variables (Q685762) (← links)
- Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) (← links)
- An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression (Q1305258) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (Q1423165) (← links)
- PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables (Q2493852) (← links)
- Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q2807699) (← links)
- On an adjustment of degrees of freedom in the minimim mean squared error ertimator (Q3125800) (← links)
- PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED (Q4807324) (← 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 dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729) (← links)
