Pages that link to "Item:Q4240717"

The following pages link to Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717):

Displaying 24 items.

• Decision-theoretic issues in heterogeneity variance estimation (Q287526) (← links)
• General dominance properties of double shrinkage estimators for ratio of positive parameters (Q389317) (← links)
• James-Stein type estimators of variances (Q413774) (← links)
• Estimating the ratio of two scale parameters: a simple approach (Q421407) (← links)
• Estimating risk and the mean squared error matrix in Stein estimation (Q697467) (← links)
• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval (Q816596) (← links)
• Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean (Q816597) (← links)
• Minimax estimation of a restricted mean for a one-parameter exponential family (Q830686) (← links)
• Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
• Improved estimation of the smallest scale parameter of gamma distributions (Q1726166) (← links)
• Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
• Improved estimators for functions of scale parameters in mixture models (Q2132037) (← links)
• Strawderman-type estimators for a scale parameter with application to the exponential distribution (Q2390460) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
• Estimation of the smallest normal variance with applications to variance components models (Q2406801) (← links)
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint (Q2485974) (← links)
• Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays (Q4449145) (← links)
• NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE (Q4540631) (← links)
• Estimating a linear parametric function of a doubly censored exponential distribution (Q4639151) (← links)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
• Quantile estimation for a progressively censored exponential distribution (Q5077471) (← links)
• Estimation of the shape parameter of a Pareto distribution (Q5154092) (← links)
• Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)