Pages that link to "Item:Q1159929"

The following pages link to Estimation of the mean of a multivariate normal distribution (Q1159929):

Displaying 50 items.

• Data-driven Thresholding in Denoising with Spectral Graph Wavelet Transform (Q76309) (← links)
• Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
• Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
• SURE-type functionals as criteria for parametric PSF estimation (Q268705) (← links)
• Iterative constrained minimization for vectorial TV image deblurring (Q279115) (← links)
• SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
• Adaptive shrinkage of singular values (Q294253) (← links)
• Stein estimation of the intensity of a spatial homogeneous Poisson point process (Q303954) (← links)
• AIC for the Lasso in generalized linear models (Q315399) (← links)
• Modeling and testing differential item functioning in unidimensional binary item response models with a single continuous covariate: a functional data analysis approach (Q316757) (← links)
• Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
• Simultaneous estimation of restricted means via the Gauss divergence theorem (Q354206) (← links)
• A note on least squares sensitivity in single-index model estimation and the benefits of response transformations (Q358890) (← links)
• A lasso for hierarchical interactions (Q366961) (← links)
• Ordered smoothers with exponential weighting (Q372129) (← links)
• The geometry of least squares in the 21st century (Q373539) (← links)
• The inadmissibility of the Stein estimator in normal multiple regression equations (Q373792) (← links)
• A square bias transformation of probability distributions: some properties and applications (Q382185) (← links)
• An empirical Bayes optimal discovery procedure based on semiparametric hierarchical mixture models (Q382618) (← links)
• Degrees of freedom and model selection in semiparametric additive monotone regression (Q391588) (← links)
• Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices (Q391878) (← links)
• Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models (Q391901) (← links)
• A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
• Estimation of nonlinear differential equation model for glucose-insulin dynamics in type I diabetic patients using generalized smoothing (Q400623) (← links)
• A note on loss estimation (Q429211) (← links)
• Sparsity with sign-coherent groups of variables via the cooperative-Lasso (Q439175) (← links)
• Simple regression in view of elliptical models (Q445829) (← links)
• Truncated linear estimation of a bounded multivariate normal mean (Q447626) (← links)
• Degrees of freedom in lasso problems (Q447864) (← links)
• Estimating random effects via adjustment for density maximization (Q449828) (← links)
• Risk hull method and regularization by projections of ill-posed inverse problems (Q449941) (← links)
• Estimating a restricted normal mean (Q451293) (← links)
• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds (Q453284) (← links)
• A new bounded log-linear regression model (Q457059) (← links)
• Kernel methods in system identification, machine learning and function estimation: a survey (Q462325) (← links)
• Multiplicative denoising based on linearized alternating direction method using discrepancy function constraint (Q474952) (← links)
• Model averaging based on James-Stein estimators (Q479501) (← links)
• Minimax risk of matrix denoising by singular value thresholding (Q482895) (← links)
• Posterior propriety for hierarchical models with log-likelihoods that have norm bounds (Q516487) (← links)
• Degrees of freedom in low rank matrix estimation (Q525906) (← links)
• The projected GSURE for automatic parameter tuning in iterative shrinkage methods (Q533506) (← links)
• Unbiased risk estimation and scoring rules (Q550428) (← links)
• Improved estimation under collinearity and squared error loss (Q581970) (← links)
• Improved confidence sets for the mean of a multivariate normal distribution (Q582761) (← links)
• Combining coordinates in simultaneous estimation of normal means (Q595295) (← links)
• A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177) (← links)
• Stein estimation of Poisson process intensities (Q625309) (← links)
• Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution (Q629143) (← links)
• Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
• Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)