The following pages link to (Q3237829):
Displayed 50 items.
- 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 philosophical significance of Stein's paradox (Q1993539) (← links)
- Shrinkage estimation with singular priors and an application to small area estimation (Q2022554) (← links)
- Estimating a function of scale parameter of an exponential population with unknown location under general loss function (Q2029216) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- A hierarchical Bayes unit-level small area estimation model for normal mixture populations (Q2040671) (← links)
- Editorial: Memorial issue for Charles Stein (Q2054462) (← links)
- Charles Stein and invariance: beginning with the Hunt-Stein theorem (Q2054463) (← links)
- On Charles Stein's contributions to (in)admissibility (Q2054464) (← links)
- On extended admissible procedures and their nonstandard Bayes risk (Q2054475) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- On shrinkage estimators improving the positive part of James-Stein estimator (Q2063208) (← links)
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- Shrinkage estimation of panel data models with interactive effects (Q2070001) (← links)
- Some perspectives on inference in high dimensions (Q2075798) (← links)
- Information criteria bias correction for group selection (Q2093122) (← links)
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension (Q2105194) (← links)
- On admissible estimation of a mean vector when the scale is unknown (Q2108476) (← links)
- Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function (Q2135039) (← links)
- A new double-regularized regression using Liu and Lasso regularization (Q2135849) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- Larry Brown's work on admissibility (Q2194581) (← links)
- Statistical theory powering data science (Q2194583) (← links)
- Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale (Q2196207) (← links)
- Density prediction and the Stein phenomenon (Q2206751) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- High dimensional nuisance parameters: an example from parametric survival analysis (Q2221322) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- On the market price of risk (Q2230759) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities (Q2241516) (← links)
- Shrinkage estimation for multivariate time series (Q2243561) (← 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)
- Admissibility results under some balanced loss functions for a functional regression model (Q2280095) (← links)
- Estimation of linear projections of non-sparse coefficients in high-dimensional regression (Q2286364) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Estimation combining unbiased and possibly biased estimators (Q2301235) (← links)