Author: Andrew L. RukhinPublisher:
ISBN:
Category :
Languages : en
Pages : 11
Book Description
Improved Estimation in Lognormal Regression Models
Author: Andrew L. RukhinImproved Estimation in Lognormal Models
Author: Andrew L. RukhinPrediction and Improved Estimation in Linear Models
Author: John BibbyPublisher:
ISBN: 9780835733946
Category : Estimation theory
Languages : en
Pages : 188
Book Description
Improved Estimation of the Disturbance Variance in a Linear Regression Model
Author: Stanford University. Department of StatisticsPublisher:
ISBN:
Category :
Languages : en
Pages : 13
Book Description
Improved Estimation for Linear Models Under Different Loss Functions
Author: Zahirul HoquePublisher:
ISBN:
Category : Linear models (Statistics)
Languages : en
Pages : 344
Book Description
This thesis investigates improved estimators of the parameters of the linear regression models with normal errors, under sample and non-sample prior information about the value of the parameters. The estimators considered are the unrestricted estimator (UE), restricted estimator (RE), shrinkage preliminary test estimator (SPTE), and shrinkage estimator (SE). The performance of the estimators are investigated with respect to bias, squared error and linex loss. For the analyses of the risk functions of the estimators, analytical, graphical and numerical procedures are adopted.
Improved Estimation of the Linear Regression Model with Autocorrelated Errors
Author: A. ChaturvediPublisher:
ISBN: 9780864181619
Category : Estimation theory
Languages : en
Pages : 11
Book Description
Theory of Point Estimation
Author: Erich L. LehmannPublisher: Springer Science & Business Media
ISBN: 0387227288
Category : Mathematics
Languages : en
Pages : 610
Book Description
This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".
Improved Estimation for Robust Econometric Regression Models
Author: Klaus L. P. VasconcellosPublisher:
ISBN:
Category :
Languages : en
Pages : 13
Book Description
On the Bias of the Estimation in Lognormal and Reciprocal Linear Regression Models
Author: Harri HietikkoPublisher:
ISBN: 9789514409059
Category :
Languages : en
Pages : 9
Book Description
On Lindley-like Mean Correction in the Improved Estimation of Linear Regression Models
Author: V. K. SrivastavaPublisher:
ISBN: 9780867461916
Category : Estimation theory
Languages : en
Pages : 14
Book Description