Pages that link to "Item:Q1816965"

The following pages link to Choice of hierarchical priors: Admissibility in estimation of normal means (Q1816965):

Displaying 28 items.

• Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454) (← links)
• Evaluating default priors with a generalization of Eaton's Markov chain (Q405509) (← links)
• On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model (Q458639) (← links)
• Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix (Q957309) (← links)
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances (Q974508) (← links)
• Minimum message length shrinkage estimation (Q1017808) (← links)
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder). (Q1431155) (← links)
• Dynamic hierarchical models: an extension to matrix-variate observations. (Q1589486) (← links)
• Prior distributions for objective Bayesian analysis (Q1631565) (← links)
• The matrix-F prior for estimating and testing covariance matrices (Q1631604) (← links)
• The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
• Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
• Empirical estimates for heteroscedastic hierarchical dynamic normal models (Q2132005) (← links)
• A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function (Q2135039) (← links)
• An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
• Larry Brown's contributions to parametric inference, decision theory and foundations: a survey (Q2194579) (← links)
• Larry Brown's work on admissibility (Q2194581) (← links)
• Posterior property in nonparametric mixed effects model (Q2248263) (← links)
• On minimaxity and admissibility of hierarchical Bayes estimators (Q2370531) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior (Q2419159) (← links)
• Dominance properties of constrained Bayes and empirical Bayes estimators (Q2435240) (← links)
• Stein estimation for spherically symmetric distributions: recent developments (Q2634651) (← links)
• SURE Estimates for a Heteroscedastic Hierarchical Model (Q4904724) (← links)
• A class of admissible estimators of multiple regression coefficient with an unknown variance (Q5880050) (← links)
• Posterior propriety of an objective prior in a 4-level normal hierarchical model (Q6534860) (← links)