M. E. Bock

Available identifiers

zbMath Open bock.mary-ellenMaRDI QIDQ959804

List of research outcomes

Publication	Date of Publication	Type
Statistics: Harnessing the Power of Information	2014-05-02	Paper
Pre-test estimation under squared error loss	2013-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q5326955	2013-08-01	Paper
Cavity detection and matching for binding site recognition	2008-12-12	Paper
Combinatorial Pattern Matching	2005-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q3158113	2005-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q4417476	2003-07-29	Paper
An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3358069	1988-01-01	Paper
A note on the noncentral chi-square distribution	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3814540	1988-01-01	Paper
Tables for distributions of quadratic forms	1988-01-01	Paper
Inequalities for linear combinations of gamma random variables	1987-01-01	Paper
Collections of Functions for Perfect Hashing	1986-01-01	Paper
Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions	1985-01-01	Paper
A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions	1984-01-01	Paper
The non-optimality of the inequality restricted estimator under squared error loss	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3692680	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3732759	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4178373	1978-01-01	Paper
Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3207923	1977-01-01	Paper
Combining independent normal mean estimation problems with unknown variances	1976-01-01	Paper
A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4098480	1976-01-01	Paper
Minimax estimators of the mean of a multivariate normal distribution	1975-01-01	Paper
A mean square error test when stochastic restrictions are used in regression	1974-01-01	Paper
The Statistical Consequences of Preliminary Test Estimators in Regression	1973-01-01	Paper
Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound	1973-01-01	Paper
Some comments on estimation in regression after preliminary tests of significance	1973-01-01	Paper
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression	1973-01-01	Paper

Research outcomes over time

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