The following pages link to Peter J. Kempthorne (Q915293):
Displaying 11 items.
- Estimating the mean of a normal distribution with loss equal to squared error plus complexity cost (Q1094016) (← links)
- Admissible variable-selection procedures when fitting regression models by least squares for prediction (Q3218911) (← links)
- Leverage in Least Squares Additive-Plus-Multiplicative Fits for Two-Way Tables (Q3336528) (← links)
- (Q3792052) (← links)
- (Q4723073) (← links)
- Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (Q4727987) (← links)
- Numerical Specification of Discrete Least Favorable Prior Distributions (Q4728213) (← links)
- (Q4955459) (← links)
- (Q5690657) (← links)
- Controlling risks under different loss functions: The compromise decision problem (Q5899835) (← links)
- Controlling risks under different loss functions: The compromise decision problem (Q5903888) (← links)
