Pages that link to "Item:Q1223881"
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The following pages link to Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss (Q1223881):
Displayed 38 items.
- Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
- The estimation of stratum means vector with random sample sizes (Q689420) (← links)
- An approach to improving the James-Stein estimator (Q809506) (← links)
- An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247) (← links)
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss (Q912512) (← links)
- Minimax estimation of means of multivariate normal mixtures (Q918603) (← links)
- A pre-test like estimator dominating the least-squares method (Q935439) (← links)
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator (Q1063963) (← links)
- An identity for multidimensional continuous exponential families and its applications (Q1097608) (← links)
- Dominance of the positive-part version of the James-Stein estimator (Q1108715) (← links)
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions (Q1124248) (← links)
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss (Q1138864) (← links)
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss (Q1231235) (← links)
- Minimax estimation of a multivariate normal mean under polynomial loss (Q1245538) (← links)
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean (Q1383921) (← links)
- Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Choice of hierarchical priors: Admissibility in estimation of normal means (Q1816965) (← links)
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions (Q1873110) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Improved minimax estimation of a multivariate normal mean under heteroscedasticity (Q2345133) (← links)
- Dominance properties of constrained Bayes and empirical Bayes estimators (Q2435240) (← links)
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family (Q2482606) (← links)
- A new class of generalized Bayes minimax ridge regression estimators (Q2583418) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- A note on Stein-type shrinkage estimator in partial linear models (Q3143498) (← links)
- Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression (Q3316397) (← links)
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights (Q3768152) (← links)
- Controlled shrinkage estimators (a class of estimators better than the least squares estimator, with respect to a general quadratic loss, for normal observations (Q3823000) (← links)
- Empirical restricted bayes estimation in a muitivariate discrete exponential family (Q3911192) (← links)
- Multiparameter estimation of discrete exponential distributions (Q3925698) (← links)
- A note on estimating the common mean of k normal distributions and the stein problem (Q4176856) (← links)
- Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances (Q4275816) (← links)
- Shriknage estimators with general quadratic loss and differentiable or paratially differentiable shrinkage function (Q4712981) (← links)
- Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (Q4727987) (← links)
- Improved estimators with the weighted and compounded loss functions (Q4748973) (← links)
- SURE Estimates for a Heteroscedastic Hierarchical Model (Q4904724) (← links)
- Admissible linear estimators of the multivariate normal mean without extra information (Q5751744) (← links)