All Admissible Linear Estimates of the Mean Vector

JOURNAL ARTICLE published April 1966 in The Annals of Mathematical Statistics

Authors: Arthur Cohen

Joint inference based on Stein-type averaging estimators in the linear regression model

JOURNAL ARTICLE published August 2023 in Journal of Econometrics

Authors: Tom Boot

Testing nonparametric statistical functionals with applications to rank tests [J. Statist. Plann. Inference 81 (1999) 71–93]

JOURNAL ARTICLE published January 2001 in Journal of Statistical Planning and Inference

Authors: Arnold Janssen

Explicit Forward Recursive Estimators for Markov Modulated Markov Processes

JOURNAL ARTICLE published July 2012 in Stochastic Models

Authors: Y. Ephraim | B. L. Mark

Numerical treatment of restricted gauss-markov model¹

JOURNAL ARTICLE published January 1988 in Communications in Statistics - Simulation and Computation

Authors: Zhaojun Bai

Semi Tail Upper Bounds on the Class of Admissible Estimators in Discrete Exponential Families with Applications to Poisson and Negative Binomial Distributions

JOURNAL ARTICLE published 1 December 1982 in The Annals of Statistics

Authors: Jiunn Tzon Hwang

Linear Statistical Models

BOOK CHAPTER published 1970 in The Coordinate-Free Approach to Gauss-Markov Estimation

Authors: Hilmar Drygas

On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Statistics

Authors: Xuejun Wang | Shuhe Hu

Why Least Squares and Maximum Entropy? An Axiomatic Approach to Inference for Linear Inverse Problems

JOURNAL ARTICLE published 1 December 1991 in The Annals of Statistics

Authors: Imre Csiszar

How Much Do Gauss-Markov and Least Square Estimates Differ? A Coordinate-Free Approach

JOURNAL ARTICLE published 1 July 1975 in The Annals of Statistics

Authors: Shelby J. Haberman

Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution

JOURNAL ARTICLE published April 1992 in Journal of Statistical Planning and Inference

Authors: Andrew L. Rukhin

Corrigendum to “On approximation of the backward stochastic differential equation” [J. Statist. Plann. Inference 150 (2014) 111–123]

JOURNAL ARTICLE published August 2015 in Journal of Statistical Planning and Inference

Authors: Yury A. Kutoyants | Li Zhou

Correction: The Trimmed Mean in the Linear Model

JOURNAL ARTICLE published 1 March 1988 in The Annals of Statistics

Authors: A. H. Welsh

Nonpenalized variable selection in high-dimensional linear model settings via generalized fiducial inference

JOURNAL ARTICLE published 1 June 2019 in The Annals of Statistics

Authors: Jonathan P. Williams | Jan Hannig

Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters

JOURNAL ARTICLE published September 2016 in Journal of Statistical Planning and Inference

Authors: Marco Costa | Magda Monteiro

Stability of invariant linearly sufficient statistics in the general Gauss-Markov model

JOURNAL ARTICLE published February 1997 in Applications of Mathematics

Authors: Andrzej Kornacki

Asymptotically Optimal Tests for Heteroscedasticity in the General Linear Model

JOURNAL ARTICLE published 1 March 1981 in The Annals of Statistics

Authors: Thomas Hammerstrom

Linear oscillations in general magnetically confined plasmas

JOURNAL ARTICLE published April 1983 in Plasma Physics

Authors: Liu Chen | Shih-Tung Tsai

Admissibilities of matrix linear estimators multivariate linear models

JOURNAL ARTICLE published November 2006 in Journal of Statistical Planning and Inference

Authors: Qi-Guang Wu | Kazuo Noda

A bandwidth selector for local linear density estimators

JOURNAL ARTICLE published 1 June 1997 in The Annals of Statistics

Authors: Ming-Yen Cheng