Pages that link to "Item:Q4176856"
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The following pages link to A note on estimating the common mean of k normal distributions and the stein problem (Q4176856):
Displayed 29 items.
- Admissible linear estimators of an arbitrary vector of parametric functions in the general Gauss-Markov model (Q753353) (← links)
- Two inequalities with an application (Q760116) (← links)
- Admissible linear estimators in mixed linear models (Q921780) (← links)
- Admissible linear estimators in restricted linear models (Q1069574) (← links)
- Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints (Q1077848) (← links)
- On characterization of linear admissible estimators: An extension of a result due to C. R. Rao (Q1104673) (← links)
- Inadmissibility of the uncombined two-stage estimator when additional samples are available (Q1117618) (← links)
- Estimating common parameters of growth curve models (Q1124250) (← links)
- On exact confidence intervals for the common mean of several normal populations (Q1125528) (← links)
- A study of the influence of the ''natural restrictions'' on estimation problems in the singular Gauss-Markov model (Q1193813) (← links)
- On a relationship between minimax-linear and admissible estimators in linear regression (Q1195589) (← links)
- Robust estimation of common regression coefficients under spherical symmetry (Q1206620) (← links)
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
- Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations (Q1330206) (← links)
- Admissible linear estimation in the general Gauss-Markov model with respect to an arbitrary quadratic risk function (Q1346660) (← links)
- Matrix loss in comparison of linear experiments (Q1369304) (← links)
- Estimation of two order restricted normal means with unknown and possibly unequal variances (Q1772678) (← links)
- Minimax estimation of common coefficients of several regression models under quadratic loss (Q1826240) (← links)
- Bayes estimation in linear models: A coordinate-free approach (Q1838790) (← links)
- All admissible linear estimators of the regression parameter vector in the case of an arbitrary parameter subset (Q1907672) (← links)
- Estimation of the common mean of two univariate normal populations (Q3038373) (← links)
- Estimating common parameters of growth curve models under a quadratic loss (Q3474047) (← links)
- Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations (Q3716035) (← links)
- Uniformly better estimators with application in two-way designs (Q3928818) (← links)
- Asymptotic improvement of the graybill-deal estimator (Q4237868) (← links)
- Exact confidence intervals for a common location of several truncated exponentials (Q4240720) (← links)
- Estimating the Common Location (Q4763487) (← links)
- Equivariant estimation of common mean of several normal populations (Q5220933) (← links)
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula (Q5742600) (← links)