Person:959804

Available identifiers

zbMath Open bock.mary-ellenMaRDI QIDQ959804

List of research outcomes

Publication	Date of Publication	Type
Statistics: Harnessing the Power of Information	2014-05-02	Paper
Pre-test estimation under squared error loss	2013-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q5326955	2013-08-01	Paper
Cavity detection and matching for binding site recognition	2008-12-12	Paper
Combinatorial Pattern Matching	2005-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q3158113	2005-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q4417476	2003-07-29	Paper
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss	1990-01-01	Paper
A note on the noncentral chi-square distribution	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3358069	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3814540	1988-01-01	Paper
Tables for distributions of quadratic forms	1988-01-01	Paper
Inequalities for linear combinations of gamma random variables	1987-01-01	Paper
Collections of Functions for Perfect Hashing	1986-01-01	Paper
Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions	1985-01-01	Paper
A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions	1984-01-01	Paper
The non-optimality of the inequality restricted estimator under squared error loss	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3692680	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3732759	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4178373	1978-01-01	Paper
Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3207923	1977-01-01	Paper
Combining independent normal mean estimation problems with unknown variances	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4098480	1976-01-01	Paper
A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss	1976-01-01	Paper
Minimax estimators of the mean of a multivariate normal distribution	1975-01-01	Paper
A mean square error test when stochastic restrictions are used in regression	1974-01-01	Paper
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression	1973-01-01	Paper
Some comments on estimation in regression after preliminary tests of significance	1973-01-01	Paper
Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound	1973-01-01	Paper
The Statistical Consequences of Preliminary Test Estimators in Regression	1973-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Mary Ellen Bock