The following pages link to (Q3237829):
Displayed 50 items.
- 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)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances (Q643304) (← links)
- Pitman closeness for Stein-rule estimators of regression coefficients (Q689482) (← links)
- Joint adaptive mean-variance regularization and variance stabilization of high dimensional data (Q693237) (← links)
- Time series classification by class-specific Mahalanobis distance measures (Q695678) (← links)
- On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
- Rank-based Liu regression (Q722749) (← links)
- Local influence for Liu estimators in semiparametric linear models (Q725676) (← links)
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) (← links)
- Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- Admissibility of MLE for simultaneous estimation in negative binomial problems (Q753318) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- Accurate Bayesian data classification without hyperparameter cross-validation (Q779035) (← links)
- Simultaneous estimation of parameters in exponential families (Q802240) (← links)
- An approach to improving the James-Stein estimator (Q809506) (← links)
- ASP fits to multi-way layouts (Q816369) (← links)
- Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information (Q816554) (← links)
- A conversation with Larry Brown (Q819965) (← links)
- Small area estimation with mixed models: a review (Q830271) (← links)
- A nonparametric empirical Bayes approach to large-scale multivariate regression (Q830438) (← links)
- A new biased estimator based on ridge estimation (Q840934) (← links)
- An alternative stochastic restricted Liu estimator in linear regression (Q840983) (← links)
- The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
- Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) (← links)
- James-Stein estimators for time series regression models (Q855910) (← links)
- Adaptation over parametric families of symmetric linear estimators (Q866612) (← links)
- Completeness and unbiased estimation of mean vector in the multivariate group sequential case (Q873618) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- Stein-rule least squares estimation: A heuristic for fallible data (Q899740) (← links)
- Biased predictors, rationality and the evaluation of forecasts (Q899791) (← links)
- Shrinkage estimation in spatial autoregressive model (Q900819) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Drift estimation with non-Gaussian noise using Malliavin calculus (Q902228) (← links)
- The future of indirect evidence (Q903283) (← links)
- A conversation with James Hannan (Q903320) (← links)
- Locally minimax tests in symmetrical distributions (Q914300) (← links)
- Minimax estimation of means of multivariate normal mixtures (Q918603) (← links)
- Estimation of the drift of fractional Brownian motion (Q923871) (← links)
- A pre-test like estimator dominating the least-squares method (Q935439) (← links)
- Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
- Preliminary test estimators and phi-divergence measures in generalized linear models with binary data (Q957310) (← links)
- Minimax estimation of normal precisions via expansion estimators (Q958785) (← links)
- Shrinkage estimation in general linear models (Q961674) (← links)
- Using clustering to improve sales forecasts in retail merchandising (Q970165) (← links)
- Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model (Q976954) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)