Bayesian Robustness and the Stein Effect
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(18)- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
- Robust Bayesian analysis of the linear regression model
- Optimal critical regions for pre-test estimators using a Bayes risk criterion
- Robust Bayesian analysis of Weibull failure model
- The stein effect and bayesian analysis: a reexamination
- Confidence sets and the stein effect
- Empirical bayes estimation of the mean in a multivariate normal distribution
- An examination of distributed lag model coefficients estimated with smoothness priors
- Robustness of the posterior mean in normal hierarchical models
- Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
- Numerical study of robust Bayesian analysis of generalized inverted family of distributions based on progressive type II right censoring
- Robust Bayesian estimation of cumulative incidence function for competing risk data with missing causes
- Robust Bayesian analysis of generalized inverted family of distributions
- Combining coordinates in simultaneous estimation of normal means
- Statistical significance of the Netflix challenge
- Robust estimation with variational Bayes in presence of competing risks
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
- Shrinkage estimation in general linear models
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