The following pages link to (Q3237829):
Displayed 50 items.
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Shrinkage structure in biased regression (Q151044) (← links)
- Identifying local influential observations in Liu estimator (Q427489) (← links)
- A note on loss estimation (Q429211) (← links)
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach (Q434542) (← links)
- Simple regression in view of elliptical models (Q445829) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (Q451246) (← links)
- A new stochastic mixed ridge estimator in linear regression model (Q451396) (← links)
- A new Liu-type estimator in linear regression model (Q452285) (← links)
- Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance (Q549918) (← links)
- All admissible linear estimators of a regression coefficient under a balanced loss function (Q550174) (← links)
- A minimax result related to Stein's effect (Q595285) (← links)
- Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
- On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data (Q609203) (← links)
- Efficiency of a Liu-type estimator in semiparametric regression models (Q609231) (← links)
- Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable (Q625824) (← links)
- Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions (Q632753) (← links)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances (Q643304) (← links)
- Pitman closeness for Stein-rule estimators of regression coefficients (Q689482) (← links)
- Joint adaptive mean-variance regularization and variance stabilization of high dimensional data (Q693237) (← links)
- Time series classification by class-specific Mahalanobis distance measures (Q695678) (← links)
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) (← links)
- Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
- Admissibility of MLE for simultaneous estimation in negative binomial problems (Q753318) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- Simultaneous estimation of parameters in exponential families (Q802240) (← links)
- An approach to improving the James-Stein estimator (Q809506) (← links)
- ASP fits to multi-way layouts (Q816369) (← links)
- Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information (Q816554) (← links)
- A conversation with Larry Brown (Q819965) (← links)
- A new biased estimator based on ridge estimation (Q840934) (← links)
- An alternative stochastic restricted Liu estimator in linear regression (Q840983) (← links)
- The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
- Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) (← links)
- James-Stein estimators for time series regression models (Q855910) (← links)
- Adaptation over parametric families of symmetric linear estimators (Q866612) (← links)
- Completeness and unbiased estimation of mean vector in the multivariate group sequential case (Q873618) (← links)
- Locally minimax tests in symmetrical distributions (Q914300) (← links)
- Minimax estimation of means of multivariate normal mixtures (Q918603) (← links)
- Estimation of the drift of fractional Brownian motion (Q923871) (← links)
- A pre-test like estimator dominating the least-squares method (Q935439) (← links)
- Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
- Preliminary test estimators and phi-divergence measures in generalized linear models with binary data (Q957310) (← links)
- Minimax estimation of normal precisions via expansion estimators (Q958785) (← links)
- Shrinkage estimation in general linear models (Q961674) (← links)
- Using clustering to improve sales forecasts in retail merchandising (Q970165) (← links)
- Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model (Q976954) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)