The following pages link to (Q3237829):
Displayed 50 items.
- Alternative derivations of some multivariate distributions (Q1256274) (← links)
- Minimax Bayes estimators of a multivariate normal mean (Q1259385) (← links)
- Stein estimation for non-normal spherically symmetric location families in three dimensions (Q1261297) (← links)
- On the characterization of Pitman measure of nearness (Q1263895) (← links)
- Estimation of clustered parameters (Q1298995) (← links)
- MSE performance of a heterogeneous pre-test estimator (Q1304086) (← links)
- An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression (Q1305258) (← links)
- Inadmissibility of the Stein-rule estimator under the balanced loss function (Q1305684) (← links)
- The maximum likelihood prior (Q1307089) (← links)
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE (Q1336540) (← links)
- On the joint distribution of Studentized order statistics (Q1336552) (← links)
- Two-stage point estimation with a shrinkage stopping rule (Q1337186) (← links)
- Minimum mean squared error estimation of each individual coefficient in a linear regression model (Q1367670) (← links)
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921) (← links)
- On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. (Q1417791) (← links)
- Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (Q1423165) (← links)
- Set-induced minimax estimators for a multivariate normal mean. (Q1427797) (← links)
- Compound decision theory and empirical Bayes methods (Q1429309) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach (Q1568304) (← links)
- Pre-test double \(k\)-class estimators in linear regression (Q1577329) (← links)
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression (Q1582368) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- On solutions for global Stein optimization problems with applications (Q1600732) (← links)
- Simultaneous estimation of coefficients of variation (Q1600740) (← links)
- Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
- Estimating random-intercept models on data streams (Q1658738) (← links)
- A Stein-like estimator for linear panel data models (Q1668195) (← links)
- A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale (Q1679569) (← links)
- A note about the corrected VIF (Q1685228) (← links)
- Admissibility of linear estimators with respect to inequality constraints under some loss functions (Q1690586) (← links)
- From estimation to optimization via shrinkage (Q1728375) (← links)
- Multi-task learning improves ancestral state reconstruction (Q1734685) (← links)
- Accounting for estimation uncertainty and shrinkage in Bayesian within-subject intervals: a comment on Nathoo, Kilshaw, and Masson (2018) (Q1736022) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- Bayesian simultaneous estimation for means in \(k\)-sample problems (Q1755111) (← links)
- Matrix shrinkage of high-dimensional expectation vectors (Q1765615) (← links)
- Assessing the process capability index for non-normal processes (Q1765661) (← links)
- Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
- The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152) (← links)
- Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure (Q1781155) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Modulation of estimators and confidence sets. (Q1807150) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- Shrinkage estimators, Skorokhod's problem and stochastic integration by parts (Q1816574) (← links)