Pages that link to "Item:Q4240717"
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The following pages link to Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717):
Displayed 10 items.
- 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)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← 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)
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)