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isPartOf:"Statistical papers"
subject:"Theorie"
~language:"eng"
~person:"Abberger, Klaus"
~person:"Ohtani, Kazuhiro"
~subject:"Bayes-Statistik"
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Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
Ohtani, Kazuhiro
- In:
Statistical papers
40
(
1999
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001389131
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The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
Kurumai, Hiroko
- In:
Statistical papers
39
(
1998
)
2
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pp. 163-177
Persistent link: https://www.econbiz.de/10001240282
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Quantile smoothing in financial time series
Abberger, Klaus
- In:
Statistical papers
38
(
1997
)
2
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pp. 125-148
Persistent link: https://www.econbiz.de/10001224253
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The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables
Ohtani, Kazuhiro
- In:
Statistical papers
37
(
1996
)
4
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pp. 323-342
Persistent link: https://www.econbiz.de/10001209842
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