Pages that link to "Item:Q282454"
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The following pages link to Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454):
Displayed 7 items.
- Evolutionary credibility risk premium (Q784440) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- (Q5011447) (← links)
- Efficient empirical Bayes estimates for risk parameters of Pareto distributions (Q5079891) (← links)
- Simultaneous estimation of normal means with side information (Q5155201) (← links)
- (Q5159467) (← links)
- Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function (Q5859257) (← links)
