The following pages link to (Q3237829):
Displayed 50 items.
- 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)
- On improved estimation under Weibull model (Q2321980) (← links)
- Bayes minimax competitors of preliminary test estimators in \(k\) sample problems (Q2329832) (← links)
- Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function (Q2336143) (← 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)
- 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)