Pages that link to "Item:Q1237469"
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The following pages link to Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix (Q1237469):
Displayed 25 items.
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (Q805111) (← links)
- Admissibility of the natural estimator of the mean of a Gaussian process (Q1052763) (← links)
- Stein estimation under elliptical distributions (Q1117641) (← links)
- Characterization of some types of completeness resp. total completeness and their conservation under direct products (Q1185345) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (Q1838788) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Larry Brown's contributions to parametric inference, decision theory and foundations: a survey (Q2194579) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix (Q2277697) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions (Q2637375) (← links)
- Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612) (← links)
- A james-stein type detour of U-statistics (Q3740074) (← links)
- On shrinkage r-estimation in a multiple regression model (Q3749975) (← links)
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights (Q3768152) (← links)
- Estimation of the MSE matrix of the stein estimator (Q3795071) (← links)
- Improved shrinkage estimators for the mean vector of a scale mixture of normals with unknown variance (Q3834857) (← links)
- Shrinkage estimation of contemporaneous outliers in concurrent time serie (Q4337284) (← links)
- Whither jackknifing in stein-rule estimation (Q4721414) (← links)
- On shrinkage m-estimators of location parameters (Q4723040) (← links)
- Relative performance of stein-rule and preliminary test estimators in linear models least squares theory (Q4728054) (← links)
- Shrinkage Estimators for Prediction Out-of-Sample: Conditional Performance (Q4929186) (← links)
- (Q5869083) (← links)