Efficient shrinkage in parametric models (Q894642): Difference between revisions

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+Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
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+Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
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+Selecting a minimax estimator of a multivariate normal mean
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+Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
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+Model Selection and Multimodel Inference
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+Limit expressions for the risk of james‐stein estimators
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+Employing vague prior information in the construction of confidence sets
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+Large-Sample Theory: Parametric Case
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+The Focused Information Criterion
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+Using invalid instruments on purpose: focused moment selection and averaging for GMM
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+On nonparametric regression for iid observations in a general setting
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+LAN in Problems of Nonparametric Estimation of Functions and Lower Bounds for Quadratic Risks
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+A risk bound in Sobolev class regression
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+A characterization of limiting distributions of regular estimates
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+Least Squares Model Averaging
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+SHRINKAGE EFFICIENCY BOUNDS
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+Frequentist Model Average Estimators
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+Q3185327
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+Q4178373
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+Q5179663
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+Q4219536
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+ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
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+Distribution theory of the least squares averaging estimator
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+Bonferroni-based size-correction for nonstandard testing problems
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+Q4246619
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+Contracting towards subspaces when estimating the mean of a multivariate normal distribution
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+Shrinking Towards Subspaces in Multiple Linear Regression
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+Optimal filtering of square-integrable signals in Gaussian noise
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+Theory of Preliminary Test and Stein‐Type Estimation With Applications
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+Improved Estimators for Coefficients in Linear Regression
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+On methods of sieves and penalization
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+Q3237829
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+Estimation of the mean of a multivariate normal distribution
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+Q4864293
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+Good exact confidence sets for a multivariate normal mean
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+Asymptotic Statistics
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+All of Nonparametric Statistics
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