Pages that link to "Item:Q809506"
From MaRDI portal
The following pages link to An approach to improving the James-Stein estimator (Q809506):
Displayed 11 items.
- Necessary conditions for dominating the James-Stein estimator (Q816598) (← links)
- Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model (Q1126137) (← links)
- Generalized Bayes estimators of a normal discriminant function (Q1186781) (← links)
- A sequence of improvements over the James-Stein estimator (Q1201136) (← links)
- Stein's idea and minimax admissible estimation of a multivariate normal mean (Q1421879) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)
- Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717) (← links)
- Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation (Q4375880) (← links)
- Estimation Of A Multivariate Normal Mean Vector And Local Improvements (Q4763471) (← links)
- Improvements over the james-stein estimator: A risk analysis (Q4864196) (← links)