Estimation in restricted parameter spaces: a review
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- Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
- Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
- The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number
- The Stein effect for Fréchet means
- Semiparametrically efficient estimation of Euclidean parameters under equality constraints
- A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
- Estimation of the order restricted scale parameters for two populations from the Lomax distribution
- Minimax estimation of a bounded parameter of a discrete distribution
- Stein estimation for spherically symmetric distributions: recent developments
- Estimation in restricted parameter spaces
- Decision-theoretic issues in heterogeneity variance estimation
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- Simultaneous estimation of restricted means via the Gauss divergence theorem
- Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
- Minimaxity in predictive density estimation with parametric constraints
- Dynamic treatment regimes: technical challenges and applications
- A unified minimax result for restricted parameter spaces
- Bayesian and robust Bayesian analysis under a general class of balanced loss functions
- Truncated linear estimation of a bounded multivariate normal mean
- Loss functions in restricted parameter spaces and their Bayesian applications
- Bayesian predictive distribution for a Poisson model with a parametric restriction
- Quantile estimation for a progressively censored exponential distribution
- On Bayes minimax estimators for a normal mean with an uncertain constraint†
- On predictive density estimation for gamma models with parametric constraints
- Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
- The \(p\)-value interpreted as the posterior probability of explaining the data: applications to multiple testing and to restricted parameter spaces
- Bayesian inference and prediction for mean-mixtures of normal distributions
- Predictive density estimators with integrated \(L_1\) loss
- Non-minimaxity of linear combinations of restricted location estimators and related problems
- A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators
- Estimating the suspected larger of two normal means
- Noisy recovery from random linear observations: sharp minimax rates under elliptical constraints
- Methods for improving estimators of truncated circular parameters
- A Bayesian shrinkage estimator for transfer learning
- Interval entropy loss function with application to the generalized extreme value distribution
- Estimating a bounded parameter for symmetric distributions
- Minimax estimation of a restricted mean for a one-parameter exponential family
- Restricted parameter space estimation problems. Admissibility and minimaxity properties.
- On predictive density estimation for location families under integrated squared error loss
- On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
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