Further results on optimal critical values of pre-test when estimating the regression error variance
This paper enlarges on results of Wan and Zou [Journal of Econometrics 114 (2003), 165–96] on the choice of critical values for pre-test procedures based on the minimum risk criterion. We consider a ...
Matrix-covariate is now frequently encountered in many biomedical researches. It is common to fit conventional statistical models by vectorizing matrix-covariate. This strategy results in a large ...
Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
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