Estimation with quadratic loss.
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Cited in
(only showing first 100 items - show all)- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Flexible covariance estimation in graphical Gaussian models
- Improved estimation in multiple linear regression models with measurement error and general constraint
- Improved estimation of the covariance matrix under Stein's loss
- Minimum message length shrinkage estimation
- An identity for multivariate elliptically contoured matrix distribution
- Inference for multivariate normal mixtures
- Structural equation modeling with near singular covariance matrices
- An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
- Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
- On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
- Robustness of Stein-type estimators under a non-scalar error covariance structure
- Examples of estimation problems
- Admissibility of the natural estimator of the mean of a Gaussian process
- A class of modified Stein estimators with easily computable risk functions
- An admissible estimator in the one-parameter exponential family with ambiguous information
- Estimating the mean function of a Gaussian process and the Stein effect
- A family of minimax estimators of a multivariate normal mean
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
- Some theoretical results for generalized ridge regression estimators
- Empirical Bayes estimation in a multiple linear regression model
- Trimmed minimax estimator of a covariance matrix
- Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
- Improved confidence set estimators of a multivariate normal mean and generalizations
- Lectures on the theory of estimation of many parameters
- Bayes modal estimation in item response models
- On combining Stein estimation problems: An adaptive rule under classical criteria
- Simultaneous estimation of location parameters of the distribution with finite support
- Simultaneous estimation of parameters under entropy loss
- Quadratic estimators of quadratic functions of normal parameters
- Component risk in multiparameter estimation
- Improved estimation of a multinormal precision matrix
- On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators
- Prediction in a class of mixed models with two variance components
- Dominance of the positive-part version of the James-Stein estimator
- Stein estimation under elliptical distributions
- Simultaneous estimation of eigenvalues
- Fitting Weibull duration models with random effects
- Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
- An extension of the method of maximum likelihood and the Stein's problem
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
- An objective use of Bayesian models
- The asymptotic expansion of the Stein estimators for the vector case
- Stein's positive part estimator and Bayes estimator
- Admissible and minimax multiparameter estimation in exponential families
- Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
- A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis
- An empirical Bayes procedure for the credit granting decision
- Contracting towards subspaces when estimating the mean of a multivariate normal distribution
- Asymptotic variance estimation in multivariate distributions
- Estimating the variability of the Stein estimator by bootstrap
- Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
- Generalized Bayes estimators of a normal discriminant function
- Quadratic error of unbiased estimator of density of joint distribution of sufficient statistics of multidimensional normal distribution
- Improving on MLE of coefficient matrix in a growth curve model
- Highest predictive density estimator in regression models
- Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
- A note on the trace of a normal dispersion matrix
- Minimax estimators of a covariance matrix
- A sequence of improvements over the James-Stein estimator
- Robust estimation of common regression coefficients under spherical symmetry
- Estimation of a common multivariate normal mean vector
- Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
- A class of multiple shrinkage estimators
- A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
- Admissibility under the frequentist's validity constraint in estimating the loss of the least-squares estimator
- Biased versus unbiased estimation
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
- A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss
- Minimax estimation of a multivariate normal mean under polynomial loss
- Minimax estimators of the multinormal mean: Autoregressive priors
- The generalized ridge estimator and improved adjustments for regression parameters
- Estimating true score in the compound binomial error model
- Minimax Bayes estimators of a multivariate normal mean
- Stein estimation for non-normal spherically symmetric location families in three dimensions
- On the characterization of Pitman measure of nearness
- A new general interpretation of the Stein estimate and how it adapts: Applications.
- Estimation of clustered parameters
- Hierarchical Bayes estimation of mortality rates for disease mapping
- Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus
- MSE performance of a heterogeneous pre-test estimator
- An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
- Bootstrap confidence bands for shrinkage estimators
- Inadmissibility of the Stein-rule estimator under the balanced loss function
- Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
- A characterization of matrix groups that act transitively on the cone of positive definite matrices
- Unbiased equivariant estimation of a common normal mean vector with one observation from each population
- Improving the James-Stein estimator using the Stein variance estimator
- Shrinking toward submodels in regression
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE
- Two-stage point estimation with a shrinkage stopping rule
- Estimation of the scale matrix of a multivariate t-model under entropy loss
- All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown
- On a conjecture of Krishnamoorthy and Gupta
- Minimum mean squared error estimation of each individual coefficient in a linear regression model
- A new positive estimator of loss function
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean
- Length modified ridge regression
- Estimating the covariance matrix: A new approach
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