William E. Strawderman

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Person:297157

Available identifiers

zbMath Open strawderman.william-edwardMaRDI QIDQ297157

List of research outcomes

PublicationDate of PublicationType
Double shrinkage priors for a normal mean matrix2023-11-21Paper
Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution2023-08-21Paper
On admissible estimation of a mean vector when the scale is unknown2022-12-19Paper
On homogeneous James-Stein type estimators2022-09-30Paper
A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors2022-09-28Paper
On An Intriguing Distributional Identity2022-09-20Paper
Estimation under matrix quadratic loss and matrix superharmonicity2022-06-17Paper
Shrinkage estimation of location parameters in a multivariate skew-normal distribution2022-05-18Paper
Admissible estimators of a multivariate normal mean vector when the scale is unknown2022-01-19Paper
On Charles Stein's contributions to (in)admissibility2021-12-03Paper
Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses2021-11-10Paper
Minimax estimation of a restricted mean for a one-parameter exponential family2021-05-07Paper
On admissible estimation of a mean vector when the scale is unknown2021-02-24Paper
A Gaussian sequence approach for proving minimaxity: a review2021-01-06Paper
On the non-stochastic ordering of some quadratic forms2020-10-12Paper
Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale2020-08-28Paper
Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss2020-08-26Paper
Predictive density estimation under the Wasserstein loss2020-06-15Paper
On shrinkage estimation for balanced loss functions2020-02-05Paper
On efficient prediction and predictive density estimation for normal and spherically symmetric models2019-10-01Paper
A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage2019-09-05Paper
Akaike's Information Criterion, Cp and Estimators of Loss for Elliptically Symmetric Distributions2019-07-16Paper
Simultaneous Estimation and Reduction of Nonconformity in Interlaboratory Studies2019-04-30Paper
On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces2019-03-18Paper
On completeness of the general linear model with spherically symmetric errors2019-03-13Paper
Improved loss estimation for a normal mean matrix2019-01-04Paper
Shrinkage estimation2018-10-29Paper
A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models2017-11-17Paper
A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale2017-11-09Paper
On predictive density estimation for location families under integrated absolute error loss2017-09-21Paper
A Bayes minimax result for spherically symmetric unimodal distributions2017-05-22Paper
On predictive density estimation for gamma models with parametric constraints2017-02-28Paper
Simultaneous estimation of \(p\) positive normal means with common unknown variance2016-12-15Paper
Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction2016-10-31Paper
Pitman closeness properties of point estimators and predictive densities with parametric constraints2016-06-24Paper
Stein estimation for spherically symmetric distributions: recent developments2016-02-18Paper
Stokes' theorem, Stein's identity and completeness2015-12-30Paper
On predictive density estimation for location families under integrated squared error loss2015-11-13Paper
Bayesian predictive densities for linear regression models under α -divergence loss: Some results and open problems2015-07-30Paper
Confidence Distributions and a Unifying Framework for Meta-Analysis2015-06-17Paper
Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions2015-04-29Paper
On improved shrinkage estimators for concave loss2015-04-01Paper
A note on stochastic domination for discrete exponential families2015-03-24Paper
Robust Bayesian variable selection in linear models with spherically symmetric errors2014-12-22Paper
Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector2014-10-17Paper
Estimation of a non-negative location parameter with unknown scale2014-09-26Paper
On the non existence of unbiased estimators of risk for spherically symmetric distributions2014-06-12Paper
Stochastic domination in predictive density estimation for ordered normal means under \(\alpha\)-divergence loss2014-06-04Paper
Dominance properties of constrained Bayes and empirical Bayes estimators2014-02-04Paper
Minimaxity in predictive density estimation with parametric constraints2014-01-10Paper
https://portal.mardi4nfdi.de/entity/Q53269242013-08-01Paper
https://portal.mardi4nfdi.de/entity/Q53268772013-07-31Paper
Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions2013-05-29Paper
On Bayesian credible sets, restricted parameter spaces and frequentist coverage2013-05-29Paper
Bayes minimax estimators of a location vector for densities in the Berger class2013-05-28Paper
Shrinkage estimation with a matrix loss function2013-05-28Paper
On improved predictive density estimation with parametric constraints2013-05-28Paper
On the frequentist coverage of Bayesian credible intervals for lower bounded means2013-05-24Paper
Improved robust Bayes estimators of the error variance in linear models2013-05-02Paper
A unified minimax result for restricted parameter spaces2012-05-28Paper
A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators2011-08-16Paper
Non-minimaxity of linear combinations of restricted location estimators and related problems2011-03-22Paper
On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss2010-07-30Paper
An extended class of minimax generalized Bayes estimators of regression coefficients2009-11-13Paper
Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix2009-05-12Paper
A unified and generalized set of shrinkage bounds on minimax Stein estimates2008-11-27Paper
Estimation of a mean vector under quartic loss2008-10-29Paper
Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions2008-04-23Paper
Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions2008-04-23Paper
Complex Datasets and Inverse Problems. Tomography, Networks and Beyond2007-08-08Paper
Confidence distribution (CD) -- distribution estimator of a parameter2007-08-07Paper
On minimaxity and admissibility of hierarchical Bayes estimators2007-06-26Paper
Statistical aspects of linkage analysis in interlaboratory studies2006-10-30Paper
Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions2006-09-12Paper
A new class of minimax generalized Bayes estimators of a normal variance2006-08-17Paper
The heat equation and Stein's identity: connections, applications2006-05-22Paper
Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval2006-03-09Paper
Necessary conditions for dominating the James-Stein estimator2006-03-09Paper
A new class of generalized Bayes minimax ridge regression estimators2006-01-16Paper
Posterior propriety and admissibiity of hyperpriors in normal hierarchical models2005-09-12Paper
On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint2005-08-05Paper
Combining information from independent sources through confidence distributions2005-06-23Paper
On Bayes and unbiased estimators of loss2004-09-27Paper
On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals.2004-03-14Paper
Estimation of a parameter vector when some components are restricted2003-08-13Paper
Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix2003-06-09Paper
Estimation of a parameter vector restricted to a cone2002-09-05Paper
Minimaxity2002-07-30Paper
A new approach to default priors and robust bayes methodology2002-07-02Paper
https://portal.mardi4nfdi.de/entity/Q27129632001-10-04Paper
https://portal.mardi4nfdi.de/entity/Q27367902001-09-11Paper
Correlation in a Bayesian framework2001-08-17Paper
Stein estimation: The spherically symmetric case2001-02-07Paper
On estimation with balanced loss functions2001-01-03Paper
All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown2000-09-19Paper
On the construction of Bayes minimax estimators1999-11-09Paper
Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model1999-07-07Paper
Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue1999-03-15Paper
Sur les estimateurs de Bayes minimax: une méthode constructive1997-08-03Paper
A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?1997-02-23Paper
Improving on the positive part of the UMVUE of a noncentrality parameter of a noncentral chi-square distribution1997-02-02Paper
Choice of hierarchical priors: Admissibility in estimation of normal means1996-12-01Paper
Improving on truncated linear estimates of exponential and gamma scale parameters1996-10-03Paper
https://portal.mardi4nfdi.de/entity/Q48866431996-08-28Paper
Double shrinkage estimators in the GMANOVA model1996-08-05Paper
https://portal.mardi4nfdi.de/entity/Q48697491996-03-12Paper
Sequential estimation of the variance of a normal distribution1996-02-13Paper
Bayesian Estimation for the Three-Parameter Weibull Distribution with Tree Diameter Data1995-11-28Paper
Improving on the James-Stein positive-part estimator1995-09-14Paper
Shrinkage positive rule estimators for spherically symmetric distributions1995-08-07Paper
https://portal.mardi4nfdi.de/entity/Q43271401995-06-06Paper
Shrinkage estimators of the location parameter for certain spherically symmetric distributions1994-11-01Paper
Minimal sufficiency and completeness for dichotomous quantal response models1994-07-03Paper
https://portal.mardi4nfdi.de/entity/Q42848541994-03-24Paper
Is Pitman Closeness a Reasonable Criterion?1994-01-19Paper
Stein estimation for non-normal spherically symmetric location families in three dimensions1993-09-01Paper
A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators1993-04-01Paper
Improved estimates of location in the presence of an unknown scale1992-06-28Paper
Generalizations of James-Stein estimators under spherical symmetry1992-06-26Paper
Two stage estimation of several poisson parameters1990-01-01Paper
Minimax estimation of means of multivariate normal mixtures1990-01-01Paper
Correction to: Complete classes for sequential tests of hypothesis1989-01-01Paper
``Almost arbitrary minimax estimators of location for independent component variance mixtures of normal variates1988-01-01Paper
A characterization of the multivariate normal distribution and some remarks on linear estimators1987-01-01Paper
On the estimation of a restricted normal mean1987-01-01Paper
Minimax estimation for certain independent component districutions under welghted squared error loss1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37160801985-01-01Paper
Two-stage sequential estimation of a multivariate normal mean under quadratic loss1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36926311982-01-01Paper
Estimating a Quantile of an Exponential Distribution1982-01-01Paper
Estimating a bounded normal mean1981-01-01Paper
Confidence Bands for Linear Regression with Restricted Predictor Variable1980-01-01Paper
Complete classes for sequential tests of hypotheses1980-01-01Paper
Minimax estimation of location parameters for spherically symmetric distributions with concave loss1980-01-01Paper
Monotonicity of Bayes sequential tests1979-01-01Paper
On the admissibility or inadmissibility of fixed sample size tests in a sequential setting1979-01-01Paper
Minimax Adaptive Generalized Ridge Regression Estimators1978-01-01Paper
Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss1978-01-01Paper
Further remarks on estimating the parameter of a noncentral chi-square distribution1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41840571976-01-01Paper
A complete class theorem for strict monotone likelihood ratio with applications1976-01-01Paper
Minimax estimation of powers of the variance of a normal population under squared error loss1974-01-01Paper
On the admissibility of the M.L.E. for ordered binomial parameters1974-01-01Paper
Minimax estimation of location parameters for certain spherically symmetric distributions1974-01-01Paper
Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances1973-01-01Paper
Admissibility implications for different criteria in confidence estimation1973-01-01Paper
Admissible confidence interval and point estimation for translation or scale parameters1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56419061972-01-01Paper
Unbiasedness of Tests for Homogeneity of Variances1971-01-01Paper
Proper Bayes Minimax Estimators of the Multivariate Normal Mean1971-01-01Paper
Admissibility of Estimators of the Mean Vector of a Multivariate Normal Distribution with Quadratic Loss1971-01-01Paper
On the law of the iterated logarithm for inter-record times1970-01-01Paper
A note on the waiting times between record observations1969-01-01Paper

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