The following pages link to (Q3237829):
Displayed 37 items.
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Shrinkage structure in biased regression (Q151044) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
- A Krylov subspace approach to large portfolio optimization (Q311020) (← links)
- Multivariate control charts based on the James-Stein estimator (Q319730) (← links)
- Remarks on parameter estimation for the drift of fractional Brownian sheet (Q361246) (← links)
- Regularization of non-homogeneous dynamic Bayesian networks with global information-coupling based on hierarchical Bayesian models (Q374181) (← links)
- Pre-test estimation under squared error loss (Q374780) (← links)
- On assessing the precision of Stein's estimator (Q375106) (← links)
- An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models (Q382618) (← links)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances (Q394450) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under balanced loss function (Q395975) (← links)
- Identifying local influential observations in Liu estimator (Q427489) (← links)
- A note on loss estimation (Q429211) (← links)
- Improving the estimators of the parameters of a probit regression model: a ridge regression approach (Q434542) (← links)
- Simple regression in view of elliptical models (Q445829) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (Q451246) (← links)
- A new stochastic mixed ridge estimator in linear regression model (Q451396) (← links)
- A new Liu-type estimator in linear regression model (Q452285) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- On the distribution of shrinkage parameters of Liu-type estimators (Q462980) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
- Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance (Q549918) (← links)
- All admissible linear estimators of a regression coefficient under a balanced loss function (Q550174) (← links)
- A minimax result related to Stein's effect (Q595285) (← links)
- Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
- On the comparison of the pre-test and shrinkage phi-divergence test estimators for the symmetry model of categorical data (Q609203) (← links)
- Efficiency of a Liu-type estimator in semiparametric regression models (Q609231) (← links)
- Admissibilities of linear estimator in a class of linear models with a multivariate \(t\) error variable (Q625824) (← links)
- Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions (Q632753) (← links)