Pages that link to "Item:Q282454"

The following pages link to Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance (Q282454):

Displaying 10 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)
• Simultaneous estimation of normal means with side information (Q5155201) (← links)
• Shrinkage estimation for square of location parameter of the exponential distribution with known coefficient of variation (Q6049316) (← links)
• Benchmarked linear shrinkage prediction in the Fay–Herriot small area model (Q6049752) (← links)
• Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences (Q6117926) (← links)
• On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function (Q6166522) (← links)
• Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
• Shrinkage estimation of θα in gamma density G(1/θ, p) using prior information (Q6496052) (← links)