The following pages link to (Q3237829):
Displayed 50 items.
- Shrinkage estimation in the two-way multivariate normal model (Q1816576) (← links)
- Choice of hierarchical priors: Admissibility in estimation of normal means (Q1816965) (← links)
- On the existence of inferences which are consistent with a given model (Q1816982) (← links)
- Confidence sets centered at \(C_ p\)-estimators (Q1817404) (← links)
- The extended Stein procedure for simultaneous model selection and parameter estimation (Q1822168) (← links)
- Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (Q1838788) (← links)
- Minimax estimation of location parameters for certain spherically symmetric distributions (Q1844521) (← links)
- On the sampling distribution of improved estimators for coefficients in linear regression (Q1845595) (← links)
- Local extremes, runs, strings and multiresolution. (With discussion) (Q1848854) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. (Q1871321) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions (Q1873110) (← links)
- John W. Tukey (1915--2000): His life and professional contributions (Q1873606) (← links)
- Simultaneous prediction of independent Poisson observables (Q1879973) (← links)
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model (Q1896072) (← links)
- Pitman nearness in statistical estimation. A panel discussion on recent developments (Q1896221) (← links)
- Combining two-parameter and principal component regression estimators (Q1926093) (← links)
- Shrinkage estimation with a matrix loss function (Q1950903) (← links)
- Fiducial theory and optimal inference (Q1952453) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- On the concepts of admissibility and coherence (Q1969424) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- The non-optimality of the inequality restricted estimator under squared error loss (Q2266341) (← links)
- A note on classical Stein-type estimators in elliptically contoured models (Q2266890) (← links)
- Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix (Q2277697) (← links)
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated (Q2340390) (← links)
- A new Liu-type estimator (Q2340399) (← links)
- Data enriched linear regression (Q2346524) (← links)
- Estimation of the variance and its applications (Q2366574) (← links)
- Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
- Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
- A conversation with John Hartigan (Q2381760) (← links)
- Hybid shrinkage estimators using penalty bases for the ordinal one-way layout (Q2388335) (← links)
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
- General maximum likelihood empirical Bayes estimation of normal means (Q2388976) (← links)
- On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data (Q2427168) (← links)
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- Stein shrinkage and second-order efficiency for semiparametric estimation of the shift (Q2440596) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Approximate repeated-measures shrinkage (Q2445823) (← links)
- Aggregation of affine estimators (Q2447090) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)
- Improved model selection method for a regression function with dependent noise (Q2457965) (← 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)
- Estimation of location parameters for spherically symmetric distributions (Q2489766) (← links)
- PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables (Q2493852) (← links)
- Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints (Q2495329) (← links)