The following pages link to (Q4225396):
Displaying 50 items.
- More on the unbiased ridge regression estimation (Q259652) (← links)
- Efficiency of a stochastic restricted two-parameter estimator in linear regression (Q298612) (← links)
- A ridge regression estimation approach to the measurement error model (Q391912) (← links)
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach (Q434542) (← links)
- A new stochastic mixed ridge estimator in linear regression model (Q451396) (← links)
- On the distribution of shrinkage parameters of Liu-type estimators (Q462980) (← links)
- Optimal information criteria minimizing their asymptotic mean square errors (Q506001) (← links)
- On the stochastic restricted modified almost unbiased Liu estimator in linear regression model (Q722084) (← links)
- Estimating structural equation models using James-Stein type shrinkage estimators (Q823861) (← links)
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (Q825319) (← links)
- A nonparametric empirical Bayes approach to large-scale multivariate regression (Q830438) (← links)
- Constrained estimation and the theorem of Kuhn-Tucker (Q868403) (← links)
- A stochastic restricted principal components regression estimator in the linear model (Q904599) (← links)
- Recent results in ridge regression methods (Q904901) (← links)
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors (Q958930) (← links)
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors (Q997251) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Wavelet estimation of a base-line signal from repeated noisy measurements by vertical block shrinkage. (Q1608907) (← links)
- Stochastic restricted biased estimators in misspecified regression model with incomplete prior information (Q1658194) (← links)
- The generalized preliminary test estimator when different sets of stochastic restrictions are available (Q1685213) (← links)
- Sparse causality network retrieval from short time series (Q1687426) (← links)
- Modified almost unbiased Liu estimator in linear regression model (Q1690612) (← links)
- The distribution of stochastic shrinkage biasing parameters of the Liu type estimator (Q1774914) (← links)
- Combining two-parameter and principal component regression estimators (Q1926093) (← links)
- An application of shrinkage estimation to the nonlinear regression model (Q1927114) (← links)
- Improved ridge regression estimators for the logistic regression model (Q2259334) (← links)
- Bayesian modeling of measurement error in predictor variables using item response theory (Q2259866) (← links)
- Treelets -- an adaptive multi-scale basis for sparse unordered data (Q2271330) (← links)
- Comparison of some estimators under the Pitman's closeness criterion in linear regression model (Q2336620) (← links)
- Preliminary test and Stein-type shrinkage ridge estimators in robust regression (Q2338223) (← links)
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- Aggregation of affine estimators (Q2447090) (← links)
- A note on constrained estimation in the simple linear measurement error model (Q2482120) (← links)
- Restricted two parameter ridge estimator (Q2803541) (← links)
- Further research on the principal component two-parameter estimator in linear model (Q2807705) (← links)
- Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model (Q2809641) (← links)
- Positive-rule stein-type almost unbiased ridge estimator in linear regression model (Q2811427) (← links)
- A Class of <i>s</i>–<i>K</i> Type Principal Components Estimators in the Linear Model (Q2821036) (← links)
- Generalized preliminary test stochastic restricted estimator in the linear regression model (Q2830193) (← links)
- The effect of estimation in high-dimensional portfolios (Q2847243) (← links)
- New difference-based estimator of parameters in semiparametric regression models (Q2862379) (← links)
- Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression (Q2864694) (← links)
- On the restricted almost unbiased two-parameter estimator in linear regression model (Q2979948) (← links)
- A Stochastic Restricted Two-Parameter Estimator in Linear Regression Model (Q3017843) (← links)
- On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors (Q3017876) (← links)
- Bayesian Shrinkage Estimation of the Relative Abundance of mRNA Transcripts Using SAGE (Q3079135) (← links)
- On some ridge regression estimators: a nonparametric approach (Q3106425) (← links)
- A stochastic restricted<i>k–d</i>class estimator (Q3143503) (← links)
- The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function (Q3155258) (← links)
- Modified Ridge Parameters for Seemingly Unrelated Regression Model (Q3168560) (← links)
