Pages that link to "Item:Q1055133"
From MaRDI portal
The following pages link to Estimating the mean function of a Gaussian process and the Stein effect (Q1055133):
Displaying 6 items.
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus (Q955152) (← links)
- Shrinkage estimation in the two-way multivariate normal model (Q1816576) (← links)
- Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
- Estimation of the drift of a Gaussian process under balanced loss function (Q5046809) (← links)
- Estimators for the Drift of Subfractional Brownian Motion (Q5419669) (← links)
- On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function (Q6166522) (← links)
