Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 52 (2000)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Ohtani, Kazuhiro, 1999. "MSE performance of a heterogeneous pre-test estimator," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 65-71, January.
- Toutenburg, H. & Trenkler, G. & Liski, E., 1992. "Optimal estimation methods under weakened linear restrictions in regression," Computational Statistics & Data Analysis, Elsevier, vol. 14(4), pages 527-536, November.
- Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P., 2002. "Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 166-182, October.
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