Found 43 Documents (Results 1–43)
MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated. (English) Zbl 1312.62094
MSC:
62J07
Bayes pre-test estimation of mean of exponential distribution under asymmetric loss function using progressive type II censored sample. (English) Zbl 1318.62090
Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated. (English) Zbl 1187.62127
Shrinkage estimation for the difference between a control and treatment mean. (English) Zbl 1144.62017
The distribution of a linear predictor after model selection: unconditional finite-sample distributions and asymptotic approximations. (English) Zbl 1268.62064
Rojo, Javier (ed.), Optimality. The second Erich L. Lehmann symposium. Selected papers based on the presentations at the symposium, Houston, TX, USA, May 19–22, 2004. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-66-9/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 49, 291-311 (2006).
Can one estimate the conditional distribution of post-model-selection estimators? (English) Zbl 1106.62029
Shrinkage estimation for the difference between exponential guarantee time parameters. (English) Zbl 1429.62448
The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations. (English) Zbl 1066.62071
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression. (English) Zbl 0987.62047
MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression. (English) Zbl 0954.62087
Improved biased estimation in an ANOVA model. (English) Zbl 0930.62069
MSC:
62J10
The exact density and distribution functions of the inequality constrained and pre-test estimators. (English) Zbl 0893.62072
Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss. (English) Zbl 0847.62054
The sampling performance of inequality restricted and pre-test estimators in a mis-specified linear model. (English) Zbl 0829.62028
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss. (English) Zbl 0807.62054
Pre-test estimation in the linear regression model with competing restrictions. (English) Zbl 0804.62060
Optimization of experimental designs for linear experiments with underestimated response function. (Optimierung von Versuchsplänen bei unterschätzter Wirkungsfunktion im linearen Experiment.) (German) Zbl 0832.62069
Berlin: FB Math., FU Berlin, 77 S. (1992).
MSC:
62K05
Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances. (English) Zbl 0746.62063
Pre-test procedures and forecasting in the regression model under restrictions. (English) Zbl 0761.62093
Reviewer: Chen Guijing (Hefei)
Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances. (English) Zbl 0745.62067
Mixed estimation and preliminary test estimation in the linear regression model. (English) Zbl 0732.62063
Dortmund: Univ. Dortmund, Dept. of Statistics, Thesis. 195 p. (1990).
Reviewer: H.Iyer (Fort Collins)
Preliminary-test estimation of the standard error of estimate in linear regression. (English) Zbl 0714.62060
Misspecification and the choice of estimators. A heuristic approach. (English) Zbl 0577.62089
Misspecification analysis, Proc. Workshop, Groningen/Neth. 1983, Lect. Notes Econ. Math. Syst. 237, 37-55 (1984).
MSC:
62P20
Exact finite-sample properties of a pre-test estimator in ridge regression. (English) Zbl 0568.62066
Optimal critical regions for pre-test estimators using a Bayes risk criterion. (English) Zbl 0559.62028
Pre-test and Stein-rule estimators. Some new results. (English) Zbl 0543.00012
Journal of Econometrics, Vol. 25, No. 1-2. Annals 1984-2. Amsterdam: North-Holland. 239 p. (1984).
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