On improved loss estimation for shrinkage estimators (Q2634655): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Q4769776 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk bounds for model selection via penalization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model selection and error estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5369150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical decision theory and Bayesian analysis. 2nd ed / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3485732 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4265712 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3358069 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shrinkage estimators under spherical symmetry for the general linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust shrinkage estimators of the location parameter for elliptically symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simultaneous Estimation of the Means of Independent Poisson Laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a covariance matrix under Stein's loss / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapting to Unknown Smoothness via Wavelet Shrinkage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609951 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Estimation of Prediction Error / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least angle regression. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996150 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating a general function of a quadratic function / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Bayes and unbiased estimators of loss / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4318937 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a loss function for spherically symmetric distributions in the general linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Loss estimation for spherically symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An identity for the Wishart distribution with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998409 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ridge Regression: Biased Estimation for Nonorthogonal Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: A natural identity for exponential families with applications in multiparameter estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Admissibility of conditional confidence procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Confidence Statements and Confidence Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5802576 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4036274 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Admissibility results in loss estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of normal means: Frequentist estimation of loss / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Comments on C P / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ancillary Statistics and Estimation of the Loss in Estimation Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3854463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the mean of a multivariate normal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Measuring and Correcting the Effects of Data Mining and Model Selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularization and Variable Selection Via the Elastic Net / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the ``degrees of freedom'' of the lasso / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2001752782 / rank
 
Normal rank

Latest revision as of 11:53, 30 July 2024

scientific article
Language Label Description Also known as
English
On improved loss estimation for shrinkage estimators
scientific article

    Statements

    On improved loss estimation for shrinkage estimators (English)
    0 references
    0 references
    0 references
    0 references
    18 February 2016
    0 references
    0 references
    conditional inference
    0 references
    linear model
    0 references
    loss estimation
    0 references
    quadratic loss
    0 references
    risk function
    0 references
    robustness
    0 references
    shrinkage estimation
    0 references
    spherical symmetry
    0 references
    SURE
    0 references
    unbiased estimator of loss
    0 references
    uniform distribution on a sphere
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references