| Publication | Date of Publication | Type |
|---|
| A Minimum Mean Squared Error Semiparametric Combining Estimator | 2020-11-10 | Paper |
| A Risk Superior Semiparametric Estimator for Overidentified Linear Models | 2020-11-10 | Paper |
| A family of empirical likelihood functions and estimators for the binary response model | 2016-08-12 | Paper |
| Estimation and inference in the case of competing sets of estimating equations | 2016-05-09 | Paper |
| Combining estimators to improve structural model estimation and inference under quadratic loss | 2016-04-01 | Paper |
| Statistical model selection criteria | 2016-01-01 | Paper |
| On extracting probability distribution information from time series | 2014-09-08 | Paper |
| Implications of the Cressie-Read family of additive divergences for information recovery | 2014-09-08 | Paper |
| Fellow's opinion corner: econometric information recovery | 2014-04-04 | Paper |
| Pre-test estimation under squared error loss | 2013-10-24 | Paper |
| The sampling performance of pre-test estimators of the scale parameter under squared error loss | 2013-10-24 | Paper |
| On assessing the precision of Stein's estimator | 2013-10-24 | Paper |
| Information theoretic solutions for correlated bivariate processes | 2013-01-28 | Paper |
| An Information Theoretic Approach to Econometrics | 2012-04-18 | Paper |
| Entropy: the Markov ordering approach | 2012-01-09 | Paper |
| Stigler's approach to recovering the distribution of first significant digits in natural data sets | 2010-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309197 | 2007-10-09 | Paper |
| A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss | 2007-08-20 | Paper |
| Coordinate Based Empirical Likelihood-Like Estimation in Ill-Conditioned Inverse Problems | 2004-06-10 | Paper |
| Generalized moment based estimation and inference | 2003-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4523872 | 2001-01-15 | Paper |
| Estimation and inference with censored and ordered multinomial response data | 1999-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365235 | 1997-11-02 | Paper |
| A Maximum Entropy Approach to Recovering Information From Multinomial Response Data | 1997-09-09 | Paper |
| A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy | 1997-02-27 | Paper |
| Recovering information in the case of underdetermined problems and incomplete economic data | 1996-07-17 | Paper |
| Some statistical implications of multivariate inequality constrained testing | 1993-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3996274 | 1992-09-17 | Paper |
| Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity | 1991-01-01 | Paper |
| Improved estimation under collinearity and squared error loss | 1990-01-01 | Paper |
| An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss | 1990-01-01 | Paper |
| Sampling Performance of Some Joint One-Sided Preliminary Test Estimators under Squared Error Loss | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350539 | 1988-01-01 | Paper |
| The extended Stein procedure for simultaneous model selection and parameter estimation | 1987-01-01 | Paper |
| Improved prediction in the presence of multicollinearity | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3806648 | 1986-01-01 | Paper |
| A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions | 1984-01-01 | Paper |
| The non-optimality of the inequality restricted estimator under squared error loss | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3692680 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3664270 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4178373 | 1978-01-01 | Paper |
| On Testing the Adequacy of a Regression Model | 1978-01-01 | Paper |
| Application of Pre-Test and Stein Estimators to Economic Data | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187216 | 1977-01-01 | Paper |
| A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss | 1976-01-01 | Paper |
| A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss | 1976-01-01 | Paper |
| A mean square error test when stochastic restrictions are used in regression | 1974-01-01 | Paper |
| Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression | 1973-01-01 | Paper |
| Some comments on estimation in regression after preliminary tests of significance | 1973-01-01 | Paper |
| Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound | 1973-01-01 | Paper |
| The Statistical Consequences of Preliminary Test Estimators in Regression | 1973-01-01 | Paper |
| ESTIMATION OF TRANSITION PROBABILITIES IN A NONSTATIONARY FINITE MARKOV CHAIN | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5598049 | 1970-01-01 | Paper |
| A Sampling Study of the Properties of Estimators of Transition Probabilities | 1969-01-01 | Paper |
| THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS | 1969-01-01 | Paper |
| Maximum Likelihood and Bayesian Estimation of Transition Probabilities | 1968-01-01 | Paper |
