Pages that link to "Item:Q3657220"
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The following pages link to Limit expressions for the risk of james‐stein estimators (Q3657220):
Displayed 22 items.
- Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
- Boundary behavior in high dimension, low sample size asymptotics of PCA (Q432317) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (Q1206654) (← links)
- A class of multiple shrinkage estimators (Q1207621) (← links)
- Modulation of estimators and confidence sets. (Q1807150) (← links)
- Shrinkage estimation in the two-way multivariate normal model (Q1816576) (← links)
- Confidence sets centered at \(C_ p\)-estimators (Q1817404) (← links)
- On shrinkage estimators improving the positive part of James-Stein estimator (Q2063208) (← links)
- Estimation of a Loss Function for Spherically Symmetric Distribution with Constraints on the Norm (Q2787232) (← links)
- Shrinkage estimates based on orthogonal decomposition of the sample space (Q3135385) (← links)
- Heuristic Procedures for Simultaneous Estimation of Several Normal Means (Q3415873) (← links)
- On sharper bounds for the risk of james-stein estimators (Q3727168) (← links)
- Estimation of the MSE matrix of the stein estimator (Q3795071) (← links)
- Simultaneous estimation of the multivariate normal mean under balanced loss function (Q4269918) (← links)
- A survey of high dimension low sample size asymptotics (Q4639812) (← links)
- (Q4864584) (← links)
- (Q5039577) (← links)
- Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function (Q5071350) (← links)
- Prediction risk for the horseshoe regression (Q5381133) (← links)
- Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
- On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function (Q6166522) (← links)