Pages that link to "Item:Q5627498"
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The following pages link to Proper Bayes Minimax Estimators of the Multivariate Normal Mean (Q5627498):
Displaying 50 items.
- High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
- A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale (Q1679569) (← links)
- Bayesian simultaneous estimation for means in \(k\)-sample problems (Q1755111) (← links)
- Model uncertainty (Q1766316) (← links)
- On the construction of Bayes minimax estimators (Q1807097) (← links)
- On estimation with balanced loss functions (Q1807827) (← links)
- Shrinkage estimation in the two-way multivariate normal model (Q1816576) (← links)
- Choice of hierarchical priors: Admissibility in estimation of normal means (Q1816965) (← links)
- Minimax estimation of location parameters for certain spherically symmetric distributions (Q1844521) (← links)
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions (Q1873110) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- The philosophical significance of Stein's paradox (Q1993539) (← links)
- Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (Q2011522) (← links)
- On admissible estimation of a mean vector when the scale is unknown (Q2108476) (← links)
- A global-local approach for detecting hotspots in multiple-response regression (Q2194477) (← links)
- Statistical theory powering data science (Q2194583) (← links)
- Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale (Q2196207) (← links)
- A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions (Q2266305) (← links)
- Bayes minimax competitors of preliminary test estimators in \(k\) sample problems (Q2329832) (← links)
- On improved shrinkage estimators for concave loss (Q2339556) (← links)
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity (Q2345133) (← links)
- Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis (Q2358912) (← links)
- On minimaxity and admissibility of hierarchical Bayes estimators (Q2370531) (← links)
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
- A Bayes minimax result for spherically symmetric unimodal distributions (Q2397334) (← links)
- SURE estimates under dependence and heteroscedasticity (Q2404405) (← links)
- Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors (Q2428740) (← links)
- Empirical Bayes vs. fully Bayes variable selection (Q2474376) (← links)
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family (Q2482606) (← links)
- Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions (Q2482607) (← links)
- In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies (Q2482971) (← links)
- Improved minimax predictive densities under Kullback-Leibler loss (Q2493546) (← links)
- A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles (Q2507748) (← links)
- A new class of generalized Bayes minimax ridge regression estimators (Q2583418) (← links)
- Shrinkage confidence procedures (Q2634654) (← links)
- From minimax shrinkage estimation to minimax shrinkage prediction (Q2634656) (← links)
- Shrinkage estimation in multilevel normal models (Q2634658) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions (Q2637375) (← links)
- A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors (Q2676892) (← links)
- Minimax estimation of the mean of the multivariate normal distribution (Q2979613) (← links)
- A note on james-stein and bayes empiricl bayes estimators (Q3040294) (← links)
- Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
- Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation (Q3121171) (← links)
- Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression (Q3316397) (← links)
- SHRINKAGE EFFICIENCY BOUNDS (Q3450349) (← links)
- On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors (Q3658921) (← links)
- Bayesian shrinkage estimates for regression coefficients in m populations (Q3684998) (← links)
- Bayes and empirical Bayes shrinkage estimation of regression coefficients (Q3761498) (← links)
- Bayesian break-point forecasting in parallel time series, with application to university admissions (Q3765085) (← links)
- A family of admissible minimax estimators of the mean of a multivariate, normal distribution (Q3793496) (← links)
