The following pages link to (Q3237829):
Displayed 50 items.
- A new Liu-type estimator (Q2340399) (← links)
- Data enriched linear regression (Q2346524) (← links)
- Feasible generalized Stein-rule restricted ridge regression estimators (Q2361736) (← 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)
- James-Stein estimation problem for a multivariate normal random matrix and an improved estimator (Q2401292) (← links)
- Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (Q2408890) (← links)
- Online estimation of individual-level effects using streaming shrinkage factors (Q2416768) (← links)
- Improved mixed model for longitudinal data analysis using shrinkage method (Q2418465) (← links)
- Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior (Q2419159) (← 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)
- Admissibilities of matrix linear estimators multivariate linear models (Q2500644) (← links)
- Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators (Q2510609) (← links)
- Semiparametric Stein estimators (Q2510703) (← links)
- Empirical Bayes methods in classical and Bayesian inference (Q2513695) (← links)
- Improved estimation of regression parameters in measurement error models (Q2567119) (← links)
- NS conditions of admissibility for the linear estimator of normal mean with unknown variance (Q2581243) (← links)
- A new class of generalized Bayes minimax ridge regression estimators (Q2583418) (← links)
- Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution (Q2628923) (← links)
- Preface: A tribute to Charles Stein (Q2634649) (← links)
- Bayesian nonparametric shrinkage applied to Cepheid star oscillations (Q2634650) (← links)
- Stein estimation for spherically symmetric distributions: recent developments (Q2634651) (← links)
- A geometrical explanation of Stein shrinkage (Q2634652) (← links)
- Minimax and adaptive inference in nonparametric function estimation (Q2634653) (← links)
- Small area shrinkage estimation (Q2634657) (← links)
- Shrinkage estimation in multilevel normal models (Q2634658) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions (Q2637375) (← links)
- Metrics induced by Jensen-Shannon and related divergences on positive definite matrices (Q2656633) (← links)
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
- Stein's method meets computational statistics: a review of some recent developments (Q2684693) (← links)
- SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO (Q2797873) (← links)
- MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated (Q2839075) (← links)