The following pages link to (Q3237829):
Displayed 50 items.
- Shrinkage estimation in the two-way multivariate normal model (Q1816576) (← links)
- Choice of hierarchical priors: Admissibility in estimation of normal means (Q1816965) (← links)
- On the existence of inferences which are consistent with a given model (Q1816982) (← links)
- Confidence sets centered at \(C_ p\)-estimators (Q1817404) (← links)
- The extended Stein procedure for simultaneous model selection and parameter estimation (Q1822168) (← links)
- Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (Q1838788) (← links)
- Minimax estimation of location parameters for certain spherically symmetric distributions (Q1844521) (← links)
- On the sampling distribution of improved estimators for coefficients in linear regression (Q1845595) (← links)
- Local extremes, runs, strings and multiresolution. (With discussion) (Q1848854) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. (Q1871321) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions (Q1873110) (← links)
- John W. Tukey (1915--2000): His life and professional contributions (Q1873606) (← links)
- Simultaneous prediction of independent Poisson observables (Q1879973) (← links)
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model (Q1896072) (← links)
- Pitman nearness in statistical estimation. A panel discussion on recent developments (Q1896221) (← links)
- Combining two-parameter and principal component regression estimators (Q1926093) (← links)
- Shrinkage estimation with a matrix loss function (Q1950903) (← links)
- Fiducial theory and optimal inference (Q1952453) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- On the concepts of admissibility and coherence (Q1969424) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- The philosophical significance of Stein's paradox (Q1993539) (← links)
- Shrinkage estimation with singular priors and an application to small area estimation (Q2022554) (← links)
- Estimating a function of scale parameter of an exponential population with unknown location under general loss function (Q2029216) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- A hierarchical Bayes unit-level small area estimation model for normal mixture populations (Q2040671) (← links)
- A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
- Larry Brown's work on admissibility (Q2194581) (← links)
- Statistical theory powering data science (Q2194583) (← links)
- Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale (Q2196207) (← links)
- Density prediction and the Stein phenomenon (Q2206751) (← links)
- 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)
- 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)