| Publication | Date of Publication | Type |
|---|
| Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit | 2024-07-25 | Paper |
| Shrinkage estimation with logarithmic penalties | 2024-07-25 | Paper |
| Score-adjusted methods for estimation of shape parameters in Gamma-Poisson and Beta-Binomial distributions | 2024-06-19 | Paper |
| Robustness of a truncated estimator for the smaller of two ordered means | 2024-03-25 | Paper |
| Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models | 2023-10-11 | Paper |
| Benchmarked linear shrinkage prediction in the Fay–Herriot small area model | 2023-10-11 | Paper |
| Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution | 2023-08-21 | Paper |
| Linear shrinkage estimation of high-dimensional means | 2023-07-11 | Paper |
| Mixed-effects models and small area estimation | 2023-05-20 | Paper |
| Weighted shrinkage estimators of normal mean matrices and dominance properties | 2022-12-23 | Paper |
| Covariance based moment equations for improved variance component estimation | 2022-12-20 | Paper |
| On the Loss Robustness of Least-Square Estimators | 2022-09-28 | Paper |
| Generalized Bayes estimators with closed forms for the normal mean and covariance matrices | 2022-09-28 | Paper |
| Empirical best linear unbiased predictors in multivariate nested-error regression models | 2022-05-30 | Paper |
| Linear shrinkage estimation of the variance of a distribution with unknown mean | 2022-05-23 | Paper |
| Shrinkage estimation of location parameters in a multivariate skew-normal distribution | 2022-05-18 | Paper |
| Estimation of a covariance matrix in multivariate skew-normal distribution | 2022-05-18 | Paper |
| Bayesian predictive distribution for a Poisson model with a parametric restriction | 2022-05-18 | Paper |
| Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location | 2022-04-11 | Paper |
| General unbiased estimating equations for variance components in linear mixed models | 2022-01-20 | Paper |
| Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance | 2021-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5011447 | 2021-08-27 | Paper |
| Generalized Bayes Estimators with Closed forms for the Normal Mean and Covariance Matrices | 2021-08-12 | Paper |
| Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes | 2021-06-11 | Paper |
| Small area estimation with mixed models: a review | 2021-05-07 | Paper |
| A score-adjusted approach to closed-form estimators for the gamma and beta distributions | 2021-05-07 | Paper |
| Shrinkage estimation with singular priors and an application to small area estimation | 2021-04-29 | Paper |
| Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model | 2021-01-06 | Paper |
| Density prediction and the Stein phenomenon | 2020-10-26 | Paper |
| Bayesian shrinkage estimation of negative multinomial parameter vectors | 2020-08-28 | Paper |
| Robust estimation of mean squared error matrix of small area estimators in a multivariate Fay-Herriot model | 2020-08-26 | Paper |
| Adaptively transformed mixed‐model prediction of general finite‐population parameters | 2020-07-17 | Paper |
| Shrinkage estimation for mean and covariance matrices | 2020-05-20 | Paper |
| Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution | 2020-05-19 | Paper |
| Conditional Akaike information under covariate shift with application to small area estimation | 2020-04-24 | Paper |
| Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes | 2020-03-04 | Paper |
| Empirical Bayes methods in nested error regression models with skew-normal errors | 2020-03-04 | Paper |
| Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss | 2019-11-28 | Paper |
| Hierarchical Bayes small‐area estimation with an unknown link function | 2019-11-07 | Paper |
| Bayes minimax competitors of preliminary test estimators in \(k\) sample problems | 2019-10-18 | Paper |
| Hierarchical empirical Bayes estimation of two sample means under divergence loss | 2019-08-07 | Paper |
| Bayesian predictive distribution for a negative binomial model | 2019-07-11 | Paper |
| Bayesian simultaneous estimation for means in \(k\)-sample problems | 2019-01-04 | Paper |
| Small area estimation via unmatched sampling and linking models | 2018-11-07 | Paper |
| Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions | 2018-08-15 | Paper |
| Transforming response values in small area prediction | 2018-08-14 | Paper |
| A variant of AIC based on the Bayesian marginal likelihood | 2018-07-19 | Paper |
| Empirical Best Linear Unbiased Predictors in Multivariate Nested-Error Regression Models | 2018-04-26 | Paper |
| A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models | 2017-11-17 | Paper |
| On predictive density estimation for location families under integrated absolute error loss | 2017-09-21 | Paper |
| Empirical Uncertain Bayes Methods in Area‐level Models | 2017-09-12 | Paper |
| Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix | 2017-08-03 | Paper |
| Heteroscedastic nested error regression models with variance functions | 2017-07-13 | Paper |
| Proper Bayes and Minimax Predictive Densities for a Matrix-variate Normal Distribution | 2017-03-30 | Paper |
| Bayesian Estimators for Small Area Models Shrinking Both Means and Variances | 2017-03-03 | Paper |
| Bayesian estimators in uncertain nested error regression models | 2016-12-15 | Paper |
| Linear shrinkage estimation of large covariance matrices using factor models | 2016-10-14 | Paper |
| On conditional prediction errors in mixed models with application to small area estimation | 2016-05-04 | Paper |
| Prediction in heteroscedastic nested error regression models with random dispersions | 2016-03-30 | Paper |
| Prediction in heteroscedastic nested error regression models with random dispersions | 2016-01-01 | Paper |
| Unified improvements in estimation of a normal covariance matrix in high and low dimensions | 2015-12-23 | Paper |
| Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation | 2015-12-11 | Paper |
| On predictive density estimation for location families under integrated squared error loss | 2015-11-13 | Paper |
| Estimation of the mean vector in a singular multivariate normal distribution | 2015-09-10 | Paper |
| Minimax estimation of linear combinations of restricted location parameters | 2015-07-30 | Paper |
| Minimaxity in estimation of restricted and non-restricted scale parameter matrices | 2015-07-01 | Paper |
| A unified approach to estimating a normal mean matrix in high and low dimensions | 2015-06-18 | Paper |
| Parametric transformed Fay-Herriot model for small area estimation | 2015-06-18 | Paper |
| On improved shrinkage estimators for concave loss | 2015-04-01 | Paper |
| Corrected empirical Bayes confidence intervals in nested error regression models | 2014-08-05 | Paper |
| Tests for covariance matrices in high dimension with less sample size | 2014-07-24 | Paper |
| Modified conditional AIC in linear mixed models | 2014-06-18 | Paper |
| On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate | 2014-05-26 | Paper |
| Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension | 2014-03-21 | Paper |
| Dominance properties of constrained Bayes and empirical Bayes estimators | 2014-02-04 | Paper |
| General dominance properties of double shrinkage estimators for ratio of positive parameters | 2014-01-20 | Paper |
| Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices | 2014-01-13 | Paper |
| Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models | 2014-01-13 | Paper |
| A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data | 2014-01-13 | Paper |
| Minimaxity in predictive density estimation with parametric constraints | 2014-01-10 | Paper |
| Estimation in restricted parameter spaces | 2013-11-26 | Paper |
| Tests for multivariate analysis of variance in high dimension under non-normality | 2013-03-12 | Paper |
| Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension | 2013-03-12 | Paper |
| On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy | 2013-02-14 | Paper |
| Estimation of mean squared error of model-based small area estimators | 2012-11-15 | Paper |
| Akaike Information Criterion for Selecting Variables in the Nested Error Regression Model | 2012-10-23 | Paper |
| Selection of Variables in Multivariate Regression Models for Large Dimensions | 2012-10-23 | Paper |
| Integral inequality for minimaxity in the Stein problem | 2012-10-04 | Paper |
| Parametric bootstrap methods for bias correction in linear mixed models | 2012-03-22 | Paper |
| A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators | 2011-08-16 | Paper |
| Non-minimaxity of linear combinations of restricted location estimators and related problems | 2011-03-22 | Paper |
| Conditional and unconditional methods for selecting variables in linear mixed models | 2011-03-14 | Paper |
| Modifying estimators of ordered positive parameters under the Stein loss | 2010-11-25 | Paper |
| Conditional information criteria for selecting variables in linear mixed models | 2010-09-01 | Paper |
| On testing linear hypothesis in a nested error regression model | 2010-08-19 | Paper |
| Estimation of a mean of a normal distribution with a bounded coefficient of variation | 2010-08-13 | Paper |
| Minimaxity of the Stein risk-minimization estimator for a normal mean matrix | 2009-07-29 | Paper |
| Minimax estimation of normal precisions via expansion estimators | 2008-12-08 | Paper |
| Characterization of Priors in the Stein Problem | 2008-12-01 | Paper |
| Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data | 2008-11-06 | Paper |
| Stein's phenomenon in estimation of means restricted to a polyhedral convex cone | 2008-04-23 | Paper |
| Comparison of Discrimination Methods for High Dimensional Data | 2008-02-11 | Paper |
| Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection | 2007-10-26 | Paper |
| Methods for improvement in estimation of a normal mean matrix | 2007-10-24 | Paper |
| Empirical Bayes regression analysis with many regressors but fewer observations | 2007-10-04 | Paper |
| Estimation of Wishart mean matrices under simple tree ordering | 2007-07-11 | Paper |
| On minimaxity and admissibility of hierarchical Bayes estimators | 2007-06-26 | Paper |
| Estimation of covariance matrices in fixed and mixed effects linear models | 2006-12-07 | Paper |
| Prediction in Multivariate Mixed Linear Models | 2005-05-23 | Paper |
| Minimax multivariate empirical Bayes estimators under multicollinearity | 2005-05-12 | Paper |
| Minimaxity in Estimation of Restricted Parameters | 2005-04-19 | Paper |
| Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity | 2005-01-14 | Paper |
| Estimating the covariance matrix: A new approach | 2003-08-13 | Paper |
| Estimating risk and the mean squared error matrix in Stein estimation | 2002-09-17 | Paper |
| Estimation of variance and covariance components in elliptically contoured distributions | 2002-04-25 | Paper |
| Robust improvement in estimation of a mean matrix in an elliptically contoured distribution | 2001-06-05 | Paper |
| Improved nonnegative estimation of multivariate components of variance | 2001-06-05 | Paper |
| Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution | 2000-06-07 | Paper |
| Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss | 2000-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4937159 | 2000-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356409 | 1999-12-14 | Paper |
| Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity | 1999-03-10 | Paper |
| Shrinkage and modification techniques in estimation of variance and the related problems: A review | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347927 | 1997-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4851482 | 1995-11-28 | Paper |
| Estimation of variance components in mixed linear models | 1995-07-03 | Paper |
| Double shrinkage estimation of ratio of scale parameters | 1995-01-19 | Paper |
| Two-stage point estimation with a shrinkage stopping rule | 1994-10-30 | Paper |
| A unified approach to improving equivariant estimators | 1994-06-29 | Paper |
| Equivariant estimation under the pitman closeness criterion | 1993-10-11 | Paper |
| Improving on MLE of coefficient matrix in a growth curve model | 1992-09-27 | Paper |
| An approach to improving the James-Stein estimator | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352262 | 1991-01-01 | Paper |
| Minimax estimation of common coefficients of several regression models under quadratic loss | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201356 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497038 | 1990-01-01 | Paper |
| Estimating the covariance matrix and the generalized variance under a symmetric loss | 1990-01-01 | Paper |
| Estimating powers of the generalized variance under the pitman closeness criterion | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3489218 | 1990-01-01 | Paper |
| Sequential point estimation with bounded risk in a multivariate regression model | 1990-01-01 | Paper |
| Two-stage procedures for parameters in a growth curve model | 1989-01-01 | Paper |
| Improving on two-stage estimators for scale families | 1989-01-01 | Paper |
| The Stein paradox in the sense of the Pitman measure of closeness | 1989-01-01 | Paper |
| Closer estimators of a common mean in the sense of Pitman | 1989-01-01 | Paper |
| Improved estimation of a covariance matrix under quadratic loss | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800887 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796583 | 1988-01-01 | Paper |
| Estimating common parameters of growth curve models | 1988-01-01 | Paper |
| Monotonicity of risk for a shrinkage estimator of a multivariate normal mean | 1988-01-01 | Paper |
| Inadmissibility of the uncombined two-stage estimator when additional samples are available | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3759710 | 1987-01-01 | Paper |
| Admissible minimax estimation of a common mean of two normal populations | 1987-01-01 | Paper |
| Estimation of a common mean of two normal distributions | 1987-01-01 | Paper |
