Pages that link to "Item:Q1117641"

The following pages link to Stein estimation under elliptical distributions (Q1117641):

Displaying 15 items.

• Simple regression in view of elliptical models (Q445829) (← links)
• Preliminary test and Stein estimations in simultaneous linear equations (Q665940) (← links)
• Dominating estimators for minimum-variance portfolios (Q737248) (← links)
• Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
• Highest predictive density estimator in regression models (Q1194032) (← links)
• Improving on the mle of a bounded location parameter for spherical distributions (Q1765612) (← links)
• Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
• Relaxing the Gaussian assumption in shrinkage and SURE in high dimension (Q2105194) (← links)
• A note on classical Stein-type estimators in elliptically contoured models (Q2266890) (← links)
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
• Estimation of parameters of parallelism model with elliptically distributed errors (Q2655283) (← links)
• Shrinkage Estimation Under Multivariate Elliptic Models (Q2839070) (← links)
• Regression model with elliptically contoured errors (Q2863105) (← links)
• A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)