Pages that link to "Item:Q2388351"
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The following pages link to Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351):
Displayed 16 items.
- Evaluating default priors with a generalization of Eaton's Markov chain (Q405509) (← links)
- A heterogeneous Bayesian regression model for cross-sectional data involving a single observation per response unit (Q418412) (← links)
- Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function (Q444985) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- Evaluation of formal posterior distributions via Markov chain arguments (Q955148) (← 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)
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
- Proper Bayes minimax estimators of the normal mean matrix with common unknown variances (Q974508) (← links)
- Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
- Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- Posterior property in nonparametric mixed effects model (Q2248263) (← links)
- Objective priors for the bivariate normal model (Q2426630) (← links)
- Methods for improvement in estimation of a normal mean matrix (Q2455466) (← links)
- Stein estimation for spherically symmetric distributions: recent developments (Q2634651) (← links)