Pages that link to "Item:Q753347"
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The following pages link to On estimation of a matrix of normal means with unknown covariance matrix (Q753347):
Displaying 23 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)
- Further results on estimation of covariance matrix (Q893900) (← 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)
- Generalized ridge estimator and model selection criteria in multivariate linear regression (Q1742745) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- Weighted shrinkage estimators of normal mean matrices and dominance properties (Q2111070) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
- Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function (Q2407771) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Methods for improvement in estimation of a normal mean matrix (Q2455466) (← links)
- Generalized Bayes estimators with closed forms for the normal mean and covariance matrices (Q2676905) (← links)
- Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation (Q4240718) (← links)
- Predicting Multivariate Response in Linear Regression Model (Q4707012) (← links)
- Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function (Q5162885) (← links)
- Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) (← links)