-
1
-
-
38149148398
-
Improving the James-Stein estimator using the Stein variance estimator
-
BERRY, J.C. (1994). Improving the James-Stein estimator using the Stein variance estimator. Statist. Probab. Lett. 20, 241-245.
-
(1994)
Statist. Probab. Lett.
, vol.20
, pp. 241-245
-
-
Berry, J.C.1
-
2
-
-
38249027712
-
Improved estimation of the disturbance variance in a linear regression model
-
GELFAND, A.E. & DEY, D.K. (1988). Improved estimation of the disturbance variance in a linear regression model. J. Econometrics 39, 387-395.
-
(1988)
J. Econometrics
, vol.39
, pp. 387-395
-
-
Gelfand, A.E.1
Dey, D.K.2
-
3
-
-
84972545043
-
Comment on 'Decision theoretic variance estimation' by Maatta and Casella
-
GEORGE, E.I. (1990). Comment on 'Decision theoretic variance estimation' by Maatta and Casella. Statist. Sci. 5, 107-109.
-
(1990)
Statist. Sci.
, vol.5
, pp. 107-109
-
-
George, E.I.1
-
5
-
-
0011557822
-
Sampling properties of an inequality restricted estimator
-
_ & YANCEY, T.A. (1981). Sampling properties of an inequality restricted estimator. Economics Lett. 7, 327-333.
-
(1981)
Economics Lett.
, vol.7
, pp. 327-333
-
-
Yancey, T.A.1
-
7
-
-
0043044657
-
The non-optimality of the inequality restricted estimator under squared error loss
-
_, _, BOCK, M.E. & BOHRER, R. (1984). The non-optimality of the inequality restricted estimator under squared error loss. J. Econometrics 25, 165-177.
-
(1984)
J. Econometrics
, vol.25
, pp. 165-177
-
-
Bock, M.E.1
Bohrer, R.2
-
8
-
-
38249029834
-
Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
-
OHTANI, K. (1988). Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression. Econom. Lett. 28, 151-156.
-
(1988)
Econom. Lett.
, vol.28
, pp. 151-156
-
-
Ohtani, K.1
-
9
-
-
0042043001
-
Some sampling properties of the least squares estimator over an interval constraint when error terms have a multivariate t distribution
-
_ (1991). Some sampling properties of the least squares estimator over an interval constraint when error terms have a multivariate t distribution. J. Japan Statist. Soc. 21, 197-204.
-
(1991)
J. Japan Statist. Soc.
, vol.21
, pp. 197-204
-
-
-
10
-
-
0030565390
-
Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
-
_ (1996). Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model. Statist. Probab. Lett. 29, 191-199.
-
(1996)
Statist. Probab. Lett.
, vol.29
, pp. 191-199
-
-
-
11
-
-
0001703524
-
Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
-
STEIN, C. (1964). Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean. Ann. Inst. Statist. Math. 16, 155-160.
-
(1964)
Ann. Inst. Statist. Math.
, vol.16
, pp. 155-160
-
-
Stein, C.1
-
12
-
-
0019914559
-
A note on the comparison of the mean square error of inequality constrained least squares and other related estimators
-
THOMSON, M.C. & SCHMIDT, P. (1982). A note on the comparison of the mean square error of inequality constrained least squares and other related estimators. Rev. Econom. Statist. 64, 174-176.
-
(1982)
Rev. Econom. Statist.
, vol.64
, pp. 174-176
-
-
Thomson, M.C.1
Schmidt, P.2
-
13
-
-
84990504420
-
The sampling performance of inequality restricted and pre-test estimators in a misspecified linear model
-
WAN, A.T.K. (1994a). The sampling performance of inequality restricted and pre-test estimators in a misspecified linear model. Austral. J. Statist. 36, 313-325.
-
(1994)
Austral. J. Statist.
, vol.36
, pp. 313-325
-
-
Wan, A.T.K.1
-
14
-
-
21844500773
-
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
-
_ (1994b). Risk comparison of the inequality constrained least squares and other related estimators under balanced loss. Econom. Lett. 46, 203-210.
-
(1994)
Econom. Lett.
, vol.46
, pp. 203-210
-
-
-
15
-
-
0346348528
-
The non-optimality of interval restricted and pre-test estimators under squared error loss
-
_ (1994c). The non-optimality of interval restricted and pre-test estimators under squared error loss. Comm. Statist. A - Theory Methods 23, 2231-2252.
-
(1994)
Comm. Statist. A - Theory Methods
, vol.23
, pp. 2231-2252
-
-
|