Pages that link to "Item:Q2892902"
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The following pages link to The risk of pretest and shrinkage estimators (Q2892902):
Displayed 10 items.
- The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
- Extension of some important identities in shrinkage-pretest strategies (Q379960) (← links)
- On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
- Optimal method in multiple regression with structural changes (Q888480) (← links)
- Estimation and testing in generalized mean-reverting processes with change-point (Q1744228) (← links)
- On shrinkage estimators in matrix variate elliptical models (Q2256597) (← links)
- A class of Stein-rules in multivariate regression model with structural changes (Q2791830) (← links)
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
- The risk of tensor Stein-rules in elliptically contoured distributions (Q5072994) (← links)
- Tensor Stein-rules in a generalized tensor regression model (Q6051066) (← links)