Pages that link to "Item:Q911184"
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The following pages link to Equivariant estimation in a model with an ancillary statistic (Q911184):
Displaying 17 items.
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
- On the Nile problem by Sir Ronald Fisher (Q358888) (← links)
- Some aspects of minimum variance unbiased estimation in presence of ancillary statistics (Q426702) (← links)
- A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions (Q476229) (← links)
- Best equivariant estimation in curved covariance models (Q1190555) (← links)
- Improving on MLE of coefficient matrix in a growth curve model (Q1194013) (← links)
- On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known (Q1336944) (← links)
- Estimation of a parameter vector when some components are restricted (Q1400140) (← links)
- Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
- Equivariant estimation under the pitman closeness criterion (Q3135538) (← links)
- Estimation of the parameter in the problem of the nile (Q3798025) (← links)
- Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model (Q4240716) (← links)
- Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment (Q4275153) (← links)
- James-stein estimation with constraints on the norm (Q4275851) (← links)
- Estimation of the mean of a spherically symmetric distribution with constraints on the norm (Q4521147) (← links)
- A class of multivariate power skew symmetric distributions: properties and inference for the power-parameter (Q6167544) (← links)
- Statistical inference under symmetry (Q6657956) (← links)
