Pages that link to "Item:Q753347"
From MaRDI portal
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)