Estimation of a scale parameter in mixture models with unknown location (Q1765765): Difference between revisions

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+Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution
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+Q3395941
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+Normal rank
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+Stein estimation: The spherically symmetric case
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+Normal rank
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+Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance
+Normal rank
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+Alternative estimators for the scale parameter of the exponential distribution with unknown location
+Normal rank
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+Improving on equivariant estimators
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+Normal rank
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+Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
+Normal rank
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+Estimation of scale parameters in mixture distributions
+Normal rank
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+Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
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+Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
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+Improving on the best affine equivariant estimator of the ratio of generalized variances
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+Normal rank
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+Q4493303
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+Estimation of the scale matrix of a multivariate \(t\)-model under entropy loss
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+A unified approach to improving equivariant estimators
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+Shrinkage and modification techniques in estimation of variance and the related problems: A review
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+Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
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+Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
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+Normal rank
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+Q3747485
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+Normal rank
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+Multivariate distributions for the life lengths of components of a system sharing a common environment
+Normal rank
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+Estimation of the common scale of several shifted exponential distributions with unknown locations
+Normal rank
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+Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors
+Normal rank
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+Multivariate Lomax distribution: properties and usefulness in reliability theory
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+Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
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+Q4718556
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+Normal rank
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+Equivariant estimators of the covariance matrix
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+Normal rank
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+Risk behavior of variance estimators in multivariate normal distribution
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+An improved estimator of the generalized variance
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+Normal rank
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+JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
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+On improved estimators of the generalized variance
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+Normal rank
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+Q3237829
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+Normal rank
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+Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
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+Minimax estimation of powers of the variance of a normal population under squared error loss
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+A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
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+Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
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+Estimating the scale parameter of the exponential distribution with unknown location
+Normal rank