Pages that link to "Item:Q753347"

The following pages link to On estimation of a matrix of normal means with unknown covariance matrix (Q753347):

Displayed 13 items.

• A new estimator of covariance matrix (Q645623) ‎ (← links)
• Estimating risk and the mean squared error matrix in Stein estimation (Q697467) ‎ (← links)
• Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution (Q844874) ‎ (← links)
• Biased estimation in a simple multivariate regression model (Q956870) ‎ (← links)
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) ‎ (← links)
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793) ‎ (← links)
• On multivariate linear regression shrinkage and reduced-rank procedures (Q1125532) ‎ (← links)
• Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) ‎ (← links)
• Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) ‎ (← links)
• Methods for improvement in estimation of a normal mean matrix (Q2455466) ‎ (← links)
• Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation (Q4240718) ‎ (← links)
• Predicting Multivariate Response in Linear Regression Model (Q4707012) ‎ (← links)
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) ‎ (← links)