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Stein-Rule Estimation in Mixed Regression Models

โœ Scribed by Vorname Shalabh; A.T.K. Wan


Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
98 KB
Volume
42
Category
Article
ISSN
0323-3847

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Comparing Stochastically Restricted Line
โœ Dr. Erkki P. Liski ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 202 KB ๐Ÿ‘ 2 views

Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast