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A REVISIT TO THE APPLICATION OF WEIGHTED MIXED REGRESSION ESTIMATION IN LINEAR MODELS, MISSING DATA
Toutenburg, H.; Srivastava, V.K. - In: American journal of mathematical and management sciences 22 (2002) 3-4, pp. 281-302
Persistent link: https://www.econbiz.de/10006824382
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Efficiency properties of weighted mixed regression estimation
Toutenburg, H.; Srivastava, V.K.; Schaffrin, B.; Heumann, C. - In: Metron : international journal of statistics 61 (2003) 1, pp. 91-104
Persistent link: https://www.econbiz.de/10006555175
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Application of Stein-rule estimation to linear regression models with some missing observations
Toutenburg, H.; Srivastava, V. K.; Heumann, C. - In: Journal of quantitative economics : journal of the … 4 (2006) 2, pp. 14-24
Persistent link: https://www.econbiz.de/10009927425
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Proxy variables and mean square error dominance in linear regression
Trenkler, Gotz; Toutenburg, Helge - In: Journal of quantitative economics : journal of the … 8 (1992) 2, pp. 433-442
Persistent link: https://www.econbiz.de/10009927149
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Consistent Estimation Through Weighted Harmonic Mean of Inconsistent Estimators in Replicated Measurement Error Models
Shalabh - In: Econometric reviews 20 (2001) 4, pp. 507-510
Persistent link: https://www.econbiz.de/10006899257
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PITMAN CLOSENESS COMPARISON OF LEAST SQUARES AND STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH NON-NORMAL DISTURBANCES
Shalabh - In: American journal of mathematical and management sciences 21 (2001) 1-2, pp. 89-100
Persistent link: https://www.econbiz.de/10006830494
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Improved estimation of the slope parameter in a linear ultrastructural model when: Measurement errors are not necessarily normal
Srivastava, Anil K.; Shalabh - In: Journal of econometrics 78 (1997) 2, pp. 153-158
Persistent link: https://www.econbiz.de/10006792595
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On efficient forecasting in linear regression models
Shalabh - In: Journal of quantitative economics : journal of the … 13 (1997) 2, pp. 133-140
Persistent link: https://www.econbiz.de/10009927272