The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
Year of publication: |
1998
|
---|---|
Authors: | Kurumai, Hiroko |
Other Persons: | Ohtani, Kazuhiro (contributor) |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 39.1998, 2, p. 163-177
|
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Theorie | Theory |
-
Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang, (2000)
-
Ranasinghe, Malik, (1999)
-
Shrinkage estimation of a linear regression model in econometrics
Ohtani, Kazuhiro, (2000)
- More ...
-
Wan, Alan T. K., (1999)
-
MSE performance of some shrinkage estimators in a regression model with non-normal errors
Kurumai, Hiroko, (2001)
-
Mizuno, Toshihide, (2024)
- More ...