Similar Search Results

Application of Stein-rule estimation to linear regression models with some missing observations

Toutenburg, Helge; Srivastava, Virendra K.; Heumann, … - In: Journal of quantitative economics : official journal of … 4 (2006) 2, pp. 14-24

Persistent link: https://www.econbiz.de/10003498490

Pitman nearness comparisons of Stein-type estimators for regression coefficients in replicated experiments

Rao, Calyampudi Radhakrishna - In: Statistical papers 39 (1998) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10001236262

Revisit to the application of weighted mixed regression estimation in linear regression models with missing data

Toutenburg, Helge; Srivastava, Virendra K. - 2001

Persistent link: https://www.econbiz.de/10001744648

Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and balanced loss function is used

Toutenburg, Helge; Srivastava, Virendra K. - 1999

Persistent link: https://www.econbiz.de/10001745334

On the first order regression procedure of estimation for incomplete regression models

Srivastava, Virendra K.; Toutenburg, Helge - 1999

Persistent link: https://www.econbiz.de/10001745352

Estimation of linear regression models with missingness of observations on both the explanatory and study variables. Part I: Theoretical results

Toutenburg, Helge; Srivastava, Virendra K. - 2000

Persistent link: https://www.econbiz.de/10001745420

Efficiency of estimators in regression model with AR(1) errors

Magee, Lonnie; Ullah, Aman; Srivastava, Virendra K. - 1982

Persistent link: https://www.econbiz.de/10000922051

Srivastava, Virendra K.; Giles, David E. A.; Giles, … - 1987

Persistent link: https://www.econbiz.de/10000092042

Risk performance of Stein-rule estimators over the least squares estimators of regression coefficients under quadratic loss structures

Shalabh (contributor); Toutenburg, Helge (contributor); … - 2006

This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model.

Persistent link: https://www.econbiz.de/10003395321

Optimal estimation in a linear regression model using incomplete prior information

Toutenburg, Helge; Shalabh; Heumann, Christian - In: Statistical inference, econometric analysis and matrix …, (pp. 185-199). 2009

Persistent link: https://www.econbiz.de/10003780993