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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"King, Maxwell L."
~person:"Maiti, Tapabrata"
~subject:"Bayesian inference"
~type:"article"
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King, Maxwell L.
Maiti, Tapabrata
Srivastava, Virendra K.
9
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6
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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A note on non-negative mean square error estimation of regression estimators in randomized response surveys
Chadhury, Arijit
;
Adhikary, Arun K.
;
Maiti, Tapabrata
- In:
Statistical papers
39
(
1998
)
4
,
pp. 409-415
Persistent link: https://www.econbiz.de/10001389124
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2
Asymptotic design-cum-model based estimation of variances of estimated linear regression coefficients in survey sampling with unequal probabilities
Chaudhuri, Arijit
- In:
Statistical papers
37
(
1996
)
1
,
pp. 79-84
Persistent link: https://www.econbiz.de/10001197451
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3
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
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4
Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L.
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10001056666
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