The following pages link to (Q3237829):
Displayed 50 items.
- Admissibilities of matrix linear estimators multivariate linear models (Q2500644) (← links)
- Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators (Q2510609) (← links)
- Semiparametric Stein estimators (Q2510703) (← links)
- Empirical Bayes methods in classical and Bayesian inference (Q2513695) (← links)
- Improved estimation of regression parameters in measurement error models (Q2567119) (← links)
- NS conditions of admissibility for the linear estimator of normal mean with unknown variance (Q2581243) (← links)
- A new class of generalized Bayes minimax ridge regression estimators (Q2583418) (← links)
- Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution (Q2628923) (← links)
- Preface: A tribute to Charles Stein (Q2634649) (← links)
- Bayesian nonparametric shrinkage applied to Cepheid star oscillations (Q2634650) (← links)
- Stein estimation for spherically symmetric distributions: recent developments (Q2634651) (← links)
- A geometrical explanation of Stein shrinkage (Q2634652) (← links)
- Minimax and adaptive inference in nonparametric function estimation (Q2634653) (← links)
- Small area shrinkage estimation (Q2634657) (← links)
- Shrinkage estimation in multilevel normal models (Q2634658) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions (Q2637375) (← links)
- Metrics induced by Jensen-Shannon and related divergences on positive definite matrices (Q2656633) (← links)
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
- Stein's method meets computational statistics: a review of some recent developments (Q2684693) (← links)
- SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO (Q2797873) (← links)
- MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated (Q2839075) (← links)
- Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- Estimating the Null Distribution to Adjust Observed Confidence Levels for Genome-Scale Screening (Q3013966) (← links)
- Estimating powers of the generalized variance under the pitman closeness criterion (Q3034692) (← links)
- Penalized Partial Likelihood Regression for Right-Censored Data with Bootstrap Selection of the Penalty Parameter (Q3079024) (← links)
- Optimal trading strategies—a time series approach (Q3302654) (← links)
- On independent statistical decision problems and products of diffusions (Q3319532) (← links)
- Una solucion bayesiana a la Paradoja de Stein (Q3330301) (← links)
- Defining a two-parameter estimator: a mathematical programming evidence (Q3389590) (← links)
- On the Liu estimation of Bell regression model in the presence of multicollinearity (Q3390478) (← links)
- Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal (Q3490782) (← links)
- Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-<i>t</i>Error (Q3532746) (← links)
- Inference from Multinomial Data Based on a MLE-Dominance Criterion (Q3638135) (← links)
- Limit expressions for the risk of james‐stein estimators (Q3657220) (← links)
- An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator (Q3795041) (← links)
- Estimation of the MSE matrix of the stein estimator (Q3795071) (← links)
- Some finite sample properties of generalized ridge regression estimators (Q3899344) (← links)
- Multiparameter estimation of discrete exponential distributions (Q3925698) (← links)
- An explicit formula for the risk of James-Stein estimators (Q3969726) (← links)
- A new difference-based weighted mixed Liu estimator in partially linear models (Q4559354) (← links)
- Mixed Liu estimator in linear measurement error models (Q4563469) (← links)
- Performance of the stein-type two-parameter estimator in multiple linear regression model (Q4563506) (← links)
- Matrix mean squared error comparisons of some biased estimators with two biasing parameters (Q4563515) (← links)
- On the performance of the Jackknifed Liu-type estimator in linear regression model (Q4563541) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model (Q4607334) (← links)
- On the weighted mixed Liu-type estimator under unbiased stochastic restrictions (Q4607382) (← links)
- Disentangling the role of variance and covariance information in portfolio selection problems (Q4628035) (← links)