A new class of generalized Bayes minimax ridge regression estimators (Q2583418): Difference between revisions

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+Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
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+A robust generalized Bayes estimator and confidence region for a multivariate normal mean
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+Generalized Bayes estimators in multivariate problems
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+Minimax estimators of the mean of a multivariate normal distribution
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+Minimax ridge regression estimation
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+Condition Numbers and Minimax Ridge Regression Estimators
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+Families of minimax estimators of the mean of a multivariate normal distribution
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+Minimax Bayes estimators of a multivariate normal mean
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
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+A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
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+Proper Bayes Minimax Estimators of the Multivariate Normal Mean
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+Minimax Adaptive Generalized Ridge Regression Estimators
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